+338.5%
COP vs VTRS
-48.4%
+386.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.3% | -2.2% | +4.5% | +2.9% |
| 30D | +8.6% | +3.3% | +5.3% | +7.6% |
| 3M | +19.9% | +2.0% | +17.9% | +18.8% |
| 6M | +19.0% | +19.9% | -0.9% | +12.0% |
| YTD | +50.0% | +35.7% | +14.2% | +35.8% |
| 1Y | +50.5% | +68.1% | -17.6% | +28.0% |
| 3Y | +25.2% | +87.1% | -61.9% | -0.2% |
| 5Y | +194.3% | +47.6% | +146.6% | +142.9% |
| All | +338.5% | -48.4% | +386.9% | +308.8% |
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