+64.3%
XLF vs VTRS
+47.1%
+17.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -1.2% | +3.3% | -4.5% | -1.9% |
| 3M | +9.2% | +2.0% | +7.2% | +8.4% |
| 6M | +16.3% | +19.9% | -3.6% | +10.8% |
| YTD | +5.4% | +35.7% | -30.3% | -3.0% |
| 1Y | +7.6% | +68.1% | -60.5% | -6.5% |
| 3Y | +74.2% | +87.1% | -12.9% | +40.9% |
| All | +64.3% | +47.1% | +17.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling