-68.4%
XYZ vs VTRS
+40.2%
-108.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.7% | -3.5% | -0.3% | -2.1% |
| 30D | +0.5% | +2.1% | -1.6% | -0.4% |
| 3M | +16.3% | +2.6% | +13.7% | +14.9% |
| 6M | +21.1% | +17.8% | +3.4% | +11.7% |
| YTD | +22.0% | +35.7% | -13.7% | +4.1% |
| 1Y | +5.2% | +63.5% | -58.3% | -18.7% |
| 3Y | +49.6% | +85.1% | -35.5% | -0.3% |
| 5Y | -68.4% | +42.5% | -110.9% | -78.6% |
| All | -68.4% | +40.2% | -108.7% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling