+195.8%
ON vs VTRS
+68.7%
+127.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -0.5% |
| 30D | -11.0% | +2.1% | -13.1% | -11.8% |
| 3M | -39.3% | +2.6% | -41.9% | -40.5% |
| 6M | +19.8% | +17.8% | +2.1% | +10.9% |
| YTD | +31.1% | +35.7% | -4.6% | +14.6% |
| 1Y | +46.0% | +63.5% | -17.5% | +18.2% |
| 3Y | -27.5% | +85.1% | -112.6% | -45.1% |
| 5Y | +56.9% | +42.5% | +14.4% | +27.7% |
| 10Y | +591.8% | -48.2% | +640.0% | +652.1% |
| All | +195.8% | +68.7% | +127.1% | +92.3% |
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