-33.3%
OKTA vs VTRS
+47.1%
-80.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | +13.0% | +3.3% | +9.7% | +12.0% |
| 3M | +41.7% | +2.0% | +39.7% | +40.4% |
| 6M | +105.9% | +19.9% | +86.0% | +94.4% |
| YTD | +92.6% | +35.7% | +56.8% | +75.0% |
| 1Y | +81.1% | +68.1% | +13.0% | +54.4% |
| 3Y | +84.8% | +87.1% | -2.2% | +45.4% |
| All | -33.3% | +47.1% | -80.4% | -49.0% |
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