+119.2%
ORLY vs VTRS
+47.1%
+72.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -6.8% | +3.3% | -10.1% | -7.0% |
| 3M | -4.8% | +2.0% | -6.7% | -4.9% |
| 6M | -9.1% | +19.9% | -29.0% | -10.5% |
| YTD | -5.9% | +35.7% | -41.6% | -8.4% |
| 1Y | -20.4% | +68.1% | -88.5% | -24.0% |
| 3Y | +36.6% | +87.1% | -50.5% | +26.5% |
| All | +119.2% | +47.1% | +72.1% | +105.0% |
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 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