+216.7%
CTVA vs VTRS
+7.4%
+209.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -4.5% | -2.2% | -2.3% | -3.9% |
| 30D | +11.3% | +3.3% | +8.0% | +10.3% |
| 3M | +12.3% | +2.0% | +10.3% | +11.5% |
| 6M | +7.2% | +19.9% | -12.8% | +0.8% |
| YTD | +26.0% | +35.7% | -9.7% | +13.8% |
| 1Y | +16.0% | +68.1% | -52.1% | -2.2% |
| 3Y | +73.9% | +87.1% | -13.2% | +36.5% |
| 5Y | +103.8% | +47.6% | +56.1% | +66.2% |
| All | +216.7% | +7.4% | +209.3% | +166.2% |
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 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