+53,398.1%
ORLY vs VTRS
+208.9%
+53,189.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -6.8% | +3.3% | -10.1% | -7.3% |
| 3M | -4.8% | +2.0% | -6.7% | -5.2% |
| 6M | -9.1% | +19.9% | -29.0% | -12.1% |
| YTD | -5.9% | +35.7% | -41.6% | -11.1% |
| 1Y | -20.4% | +68.1% | -88.5% | -27.6% |
| 3Y | +36.6% | +87.1% | -50.5% | +19.6% |
| 5Y | +117.3% | +47.6% | +69.7% | +94.3% |
| 10Y | +362.7% | -48.2% | +410.9% | +367.3% |
| All | +53,398.1% | +208.9% | +53,189.1% | +36,982.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling