+105.1%
CTVA vs VTRS
+47.1%
+58.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -4.5% | -2.2% | -2.3% | -4.1% |
| 30D | +11.3% | +3.3% | +8.0% | +10.6% |
| 3M | +12.3% | +2.0% | +10.3% | +11.8% |
| 6M | +7.2% | +19.9% | -12.8% | +2.9% |
| YTD | +26.0% | +35.7% | -9.7% | +17.7% |
| 1Y | +16.0% | +68.1% | -52.1% | +3.4% |
| 3Y | +73.9% | +87.1% | -13.2% | +47.5% |
| All | +105.1% | +47.1% | +58.0% | +72.4% |
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