+7.2%
CTVA vs VTRS
+19.3%
-12.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -4.5% | -2.2% | -2.3% | -4.3% |
| 30D | +11.3% | +3.3% | +8.0% | +11.1% |
| 3M | +12.3% | +2.0% | +10.3% | +13.0% |
| 6M | +7.2% | +19.9% | -12.8% | +8.5% |
| All | +7.2% | +19.3% | -12.2% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling