-74.2%
OPEN vs VTRS
+22.8%
-96.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -11.4% | -2.2% | -9.2% | -10.3% |
| 30D | -20.1% | +3.3% | -23.4% | -21.5% |
| 3M | -37.6% | +2.0% | -39.6% | -38.5% |
| 6M | -47.1% | +19.9% | -67.0% | -53.0% |
| YTD | -52.1% | +35.7% | -87.9% | -61.2% |
| 1Y | -73.5% | +68.1% | -141.6% | -81.1% |
| 3Y | -24.4% | +87.1% | -111.5% | -50.4% |
| 5Y | -85.1% | +47.6% | -132.8% | -89.7% |
| All | -74.2% | +22.8% | -96.9% | -81.4% |
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