+32.1%
ORCL vs VTRS
+84.4%
-52.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +10.9% | -3.5% | +14.3% | +11.4% |
| 30D | +7.0% | +2.1% | +4.9% | +6.7% |
| 3M | -21.2% | +2.6% | -23.8% | -21.6% |
| 6M | +7.4% | +17.8% | -10.4% | +4.0% |
| YTD | -16.3% | +35.7% | -51.9% | -20.4% |
| 1Y | -32.3% | +63.5% | -95.8% | -37.4% |
| All | +32.1% | +84.4% | -52.3% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling