-24.5%
ADSK vs VTRS
+47.1%
-71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | -14.9% | +3.3% | -18.2% | -15.6% |
| 3M | +3.3% | +2.0% | +1.3% | +2.7% |
| 6M | -15.7% | +19.9% | -35.6% | -20.0% |
| YTD | -28.2% | +35.7% | -64.0% | -34.7% |
| 1Y | -34.5% | +68.1% | -102.6% | -44.1% |
| 3Y | -2.9% | +87.1% | -90.0% | -23.6% |
| All | -24.5% | +47.1% | -71.6% | -39.6% |
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