+7.7%
GEHC vs VTRS
+70.9%
-63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -7.9% | -3.3% | -4.6% | -6.8% |
| 30D | -11.7% | +1.4% | -13.1% | -12.1% |
| 3M | +0.8% | +4.6% | -3.8% | -1.0% |
| 6M | -11.6% | +18.1% | -29.6% | -17.0% |
| YTD | -21.6% | +34.7% | -56.2% | -30.1% |
| 1Y | -15.3% | +65.6% | -80.9% | -30.2% |
| 3Y | -0.5% | +83.8% | -84.3% | -24.7% |
| All | +7.7% | +70.9% | -63.1% | -17.1% |
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