+44.0%
XLP vs VTRS
+81.4%
-37.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +8.1% | +30.8% | -22.7% | +4.1% |
| 6M | +10.5% | +21.6% | -11.2% | +7.3% |
| YTD | +21.2% | +71.2% | -50.0% | +11.9% |
| 1Y | +22.7% | +97.6% | -74.9% | +11.0% |
| 3Y | +44.8% | +163.9% | -119.1% | +22.7% |
| All | +44.0% | +81.4% | -37.4% | +25.8% |
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