+1,047.3%
XLE vs VTRS
+136.2%
+911.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +5.4% | +4.6% | +0.8% | +4.3% |
| 30D | -3.9% | +19.4% | -23.3% | -8.2% |
| 3M | +7.0% | +30.8% | -23.8% | -0.1% |
| 6M | +14.2% | +21.6% | -7.4% | +8.0% |
| YTD | +48.2% | +71.2% | -23.0% | +27.6% |
| 1Y | +47.7% | +97.6% | -49.9% | +22.6% |
| 3Y | +70.0% | +163.9% | -93.9% | +27.8% |
| 5Y | +169.1% | +82.1% | +87.0% | +116.4% |
| 10Y | +180.7% | -31.3% | +212.0% | +168.8% |
| All | +1,047.3% | +136.2% | +911.1% | +651.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling