+215.2%
XLY vs VTRS
-48.4%
+263.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -4.2% | +3.3% | -7.5% | -4.9% |
| 3M | -2.7% | +2.0% | -4.7% | -3.4% |
| 6M | -0.6% | +19.9% | -20.6% | -5.0% |
| YTD | -5.0% | +35.7% | -40.8% | -12.0% |
| 1Y | -4.1% | +68.1% | -72.2% | -15.5% |
| 3Y | +33.6% | +87.1% | -53.5% | +12.5% |
| 5Y | +28.7% | +47.6% | -18.9% | +11.4% |
| All | +215.2% | -48.4% | +263.5% | +204.8% |
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