+546.0%
RKLB vs VTRS
+23.5%
+522.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.3% |
| 30D | -22.4% | +3.3% | -25.8% | -23.4% |
| 3M | -45.2% | +2.0% | -47.1% | -46.0% |
| 6M | -12.5% | +19.9% | -32.5% | -19.1% |
| YTD | -9.8% | +35.7% | -45.5% | -20.9% |
| 1Y | +30.0% | +68.1% | -38.1% | +5.1% |
| 3Y | +942.2% | +87.1% | +855.1% | +686.0% |
| 5Y | +236.8% | +47.6% | +189.2% | +158.3% |
| All | +546.0% | +23.5% | +522.5% | +399.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling