+123.0%
XRT vs VTRS
-48.4%
+171.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | -4.5% | +3.3% | -7.8% | -5.4% |
| 3M | -3.1% | +2.0% | -5.1% | -3.8% |
| 6M | +4.2% | +19.9% | -15.7% | -1.6% |
| YTD | -0.1% | +35.7% | -35.8% | -9.4% |
| 1Y | -3.0% | +68.1% | -71.1% | -17.6% |
| 3Y | +41.8% | +87.1% | -45.3% | +14.3% |
| 5Y | -1.3% | +47.6% | -48.9% | -17.3% |
| All | +123.0% | -48.4% | +171.3% | +114.2% |
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 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