+184.8%
COP vs VTRS
+47.1%
+137.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.3% | -2.2% | +4.5% | +2.7% |
| 30D | +8.6% | +3.3% | +5.3% | +8.0% |
| 3M | +19.9% | +2.0% | +17.9% | +19.2% |
| 6M | +19.0% | +19.9% | -0.9% | +14.2% |
| YTD | +50.0% | +35.7% | +14.2% | +39.8% |
| 1Y | +50.5% | +68.1% | -17.6% | +34.1% |
| 3Y | +25.2% | +87.1% | -61.9% | +5.3% |
| All | +184.8% | +47.1% | +137.7% | +135.2% |
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 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