+169.4%
XLV vs VTRS
-48.4%
+217.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -1.8% | +3.3% | -5.1% | -2.5% |
| 3M | +7.8% | +2.0% | +5.8% | +7.2% |
| 6M | +9.1% | +19.9% | -10.8% | +4.9% |
| YTD | +7.7% | +35.7% | -28.0% | +0.8% |
| 1Y | +20.4% | +68.1% | -47.7% | +7.8% |
| 3Y | +30.8% | +87.1% | -56.3% | +12.4% |
| 5Y | +34.6% | +47.6% | -13.0% | +18.5% |
| All | +169.4% | -48.4% | +217.7% | +172.8% |
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 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