+4,569.6%
COP vs VTRS
+552.8%
+4,016.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | -3.5% | +3.0% | +0.1% |
| 30D | +11.7% | +2.1% | +9.6% | +11.2% |
| 3M | +17.7% | +2.6% | +15.1% | +16.8% |
| 6M | +18.3% | +17.8% | +0.6% | +13.9% |
| YTD | +49.1% | +35.7% | +13.4% | +39.5% |
| 1Y | +53.3% | +63.5% | -10.2% | +38.3% |
| 3Y | +22.2% | +85.1% | -63.0% | +6.0% |
| 5Y | +193.3% | +42.5% | +150.8% | +162.0% |
| 10Y | +340.2% | -48.2% | +388.4% | +347.6% |
| All | +4,569.6% | +552.8% | +4,016.8% | +3,129.7% |
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