-34.5%
RBLX vs VTRS
+47.1%
-81.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +5.1% | -2.2% | +7.2% | +5.7% |
| 30D | +28.0% | +3.3% | +24.7% | +26.8% |
| 3M | +4.6% | +2.0% | +2.6% | +3.7% |
| 6M | -24.7% | +19.9% | -44.6% | -28.7% |
| YTD | -43.8% | +35.7% | -79.6% | -48.7% |
| 1Y | -65.8% | +68.1% | -133.9% | -70.6% |
| 3Y | +59.4% | +87.1% | -27.7% | +24.7% |
| 5Y | -48.2% | +47.6% | -95.9% | -59.6% |
| All | -34.5% | +47.1% | -81.7% | -47.1% |
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 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