+42.7%
ORCL vs VTRS
+81.4%
-38.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +4.6% | +3.4% | +7.2% |
| 30D | -4.0% | +19.4% | -23.4% | -6.7% |
| 3M | -19.5% | +30.8% | -50.2% | -23.0% |
| 6M | -33.5% | +21.6% | -55.1% | -35.8% |
| YTD | -34.8% | +71.2% | -106.0% | -40.9% |
| 1Y | -41.6% | +97.6% | -139.2% | -48.4% |
| 3Y | +13.8% | +163.9% | -150.1% | -7.8% |
| All | +42.7% | +81.4% | -38.8% | +21.1% |
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