+414.6%
XLF vs VTRS
+87.3%
+327.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -1.2% | +3.3% | -4.5% | -2.1% |
| 3M | +9.2% | +2.0% | +7.2% | +8.3% |
| 6M | +16.3% | +19.9% | -3.6% | +9.9% |
| YTD | +5.4% | +35.7% | -30.3% | -4.2% |
| 1Y | +7.6% | +68.1% | -60.5% | -8.2% |
| 3Y | +74.2% | +87.1% | -12.9% | +40.1% |
| 5Y | +66.1% | +47.6% | +18.5% | +39.4% |
| 10Y | +252.8% | -48.2% | +300.9% | +263.5% |
| All | +414.6% | +87.3% | +327.3% | +227.5% |
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