+139.5%
XLP vs VTRS
-30.6%
+170.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.5% | +4.6% | -2.1% | +1.9% |
| 30D | +7.3% | +19.4% | -12.1% | +4.8% |
| 3M | +8.1% | +30.8% | -22.7% | +4.2% |
| 6M | +10.5% | +21.6% | -11.2% | +7.4% |
| YTD | +21.2% | +71.2% | -50.0% | +12.2% |
| 1Y | +22.7% | +97.6% | -74.9% | +11.4% |
| 3Y | +44.8% | +163.9% | -119.1% | +24.5% |
| 5Y | +44.7% | +82.1% | -37.4% | +28.7% |
| All | +139.5% | -30.6% | +170.1% | +125.6% |
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