+106.2%
XLP vs VTRS
-48.8%
+155.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | -2.2% | +2.1% | -4.3% | -2.5% |
| 3M | -0.6% | +2.6% | -3.2% | -1.0% |
| 6M | -2.2% | +17.8% | -19.9% | -4.5% |
| YTD | +8.3% | +35.7% | -27.4% | +3.5% |
| 1Y | +5.7% | +63.5% | -57.8% | -1.6% |
| 3Y | +25.7% | +85.1% | -59.5% | +13.4% |
| 5Y | +31.3% | +42.5% | -11.2% | +20.7% |
| 10Y | +106.2% | -48.2% | +154.4% | +104.0% |
| All | +106.2% | -48.8% | +155.0% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling