+13,271.7%
GOOGL vs VTRS
+26.8%
+13,244.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.8% | -3.3% | +0.5% | -2.1% |
| 30D | -3.2% | +1.4% | -4.6% | -3.6% |
| 3M | -6.6% | +4.6% | -11.3% | -8.0% |
| 6M | +8.5% | +18.1% | -9.6% | +3.7% |
| YTD | +6.5% | +34.7% | -28.2% | -1.7% |
| 1Y | +39.4% | +65.6% | -26.2% | +22.2% |
| 3Y | +146.2% | +83.8% | +62.4% | +105.2% |
| 5Y | +138.3% | +46.5% | +91.9% | +104.8% |
| 10Y | +751.7% | -48.6% | +800.3% | +771.0% |
| All | +13,271.7% | +26.8% | +13,244.9% | +8,411.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling