+1,084.6%
XLI vs VTRS
+85.8%
+998.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.3% | -3.3% | +1.0% | -1.6% |
| 30D | -8.2% | +1.4% | -9.5% | -8.5% |
| 3M | +0.8% | +4.6% | -3.9% | -0.5% |
| 6M | +0.8% | +18.1% | -17.2% | -3.3% |
| YTD | +10.5% | +34.7% | -24.1% | +2.6% |
| 1Y | +14.1% | +65.6% | -51.5% | +0.9% |
| 3Y | +68.6% | +83.8% | -15.2% | +42.5% |
| 5Y | +80.4% | +46.5% | +33.9% | +56.8% |
| 10Y | +254.6% | -48.6% | +303.2% | +262.3% |
| All | +1,084.6% | +85.8% | +998.8% | +719.1% |
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