+82.4%
ORCL vs VTRS
+40.7%
+41.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | +5.1% | +1.4% | +3.8% | +4.8% |
| 3M | -23.7% | +4.6% | -28.4% | -24.6% |
| 6M | +3.1% | +18.1% | -15.0% | -0.5% |
| YTD | -20.8% | +34.7% | -55.4% | -25.2% |
| 1Y | -52.9% | +65.6% | -118.5% | -57.2% |
| 3Y | +25.4% | +83.8% | -58.4% | +8.5% |
| 5Y | +82.4% | +46.5% | +36.0% | +59.5% |
| All | +82.4% | +40.7% | +41.8% | +59.5% |
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