+32.0%
XLP vs VTRS
+40.7%
-8.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.3% | +1.9% | -3.1% | -1.6% |
| 3M | +1.8% | +5.1% | -3.2% | +1.0% |
| 6M | -0.8% | +20.1% | -20.9% | -3.5% |
| YTD | +9.5% | +36.6% | -27.0% | +4.4% |
| 1Y | +7.2% | +64.1% | -56.9% | -0.5% |
| 3Y | +27.1% | +86.4% | -59.2% | +13.6% |
| 5Y | +32.0% | +40.9% | -8.8% | +19.2% |
| All | +32.0% | +40.7% | -8.6% | +19.2% |
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