+143.8%
IBM vs VTRS
-48.4%
+192.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.6% | -2.2% | +5.8% | +4.0% |
| 30D | +3.1% | +3.3% | -0.2% | +2.4% |
| 3M | -10.8% | +2.0% | -12.8% | -11.2% |
| 6M | -0.8% | +19.9% | -20.8% | -4.7% |
| YTD | -16.2% | +35.7% | -51.9% | -21.8% |
| 1Y | -2.9% | +68.1% | -71.0% | -13.4% |
| 3Y | +79.8% | +87.1% | -7.2% | +53.1% |
| 5Y | +124.9% | +47.6% | +77.2% | +96.8% |
| All | +143.8% | -48.4% | +192.2% | +139.7% |
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