+508.9%
XLP vs VTRS
+91.5%
+417.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | +3.3% | -4.3% | -1.5% |
| 30D | -0.9% | -3.6% | +2.8% | -0.4% |
| 3M | +3.8% | +7.0% | -3.1% | +2.8% |
| 6M | -1.7% | +17.5% | -19.2% | -4.1% |
| YTD | +10.3% | +38.8% | -28.5% | +5.0% |
| 1Y | +7.8% | +69.2% | -61.4% | -0.2% |
| 3Y | +27.2% | +77.5% | -50.3% | +15.4% |
| 5Y | +32.5% | +39.9% | -7.4% | +22.3% |
| 10Y | +101.8% | -47.1% | +148.9% | +101.9% |
| All | +508.9% | +91.5% | +417.4% | +340.0% |
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 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