+631.5%
XLU vs VTRS
+87.3%
+544.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -3.3% | +3.3% | -6.6% | -3.7% |
| 3M | -3.2% | +2.0% | -5.1% | -3.5% |
| 6M | -7.0% | +19.9% | -26.9% | -9.4% |
| YTD | +0.6% | +35.7% | -35.1% | -3.7% |
| 1Y | +2.4% | +68.1% | -65.7% | -4.8% |
| 3Y | +46.3% | +87.1% | -40.8% | +32.4% |
| 5Y | +44.0% | +47.6% | -3.7% | +32.3% |
| 10Y | +140.1% | -48.2% | +188.2% | +139.7% |
| All | +631.5% | +87.3% | +544.1% | +464.4% |
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