+533.2%
XYZ vs VTRS
-59.7%
+592.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | +3.3% | -4.3% | -2.0% |
| 30D | -1.7% | -3.6% | +1.9% | -0.5% |
| 3M | +16.7% | +7.0% | +9.8% | +14.1% |
| 6M | +26.9% | +17.5% | +9.4% | +19.8% |
| YTD | +27.1% | +38.8% | -11.6% | +12.9% |
| 1Y | +9.3% | +69.2% | -59.9% | -9.8% |
| 3Y | +42.3% | +77.5% | -35.2% | +12.1% |
| 5Y | -69.3% | +39.9% | -109.2% | -74.5% |
| 10Y | +586.8% | -47.1% | +633.9% | +571.5% |
| All | +533.2% | -59.7% | +592.9% | +542.3% |
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