+25.0%
ROK vs VTRS
+90.6%
-65.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | -2.5% | +9.1% | -11.6% | -4.1% |
| 3M | 0.0% | +9.4% | -9.4% | -1.9% |
| 6M | +11.6% | +28.3% | -16.8% | +5.2% |
| YTD | +15.2% | +58.0% | -42.8% | +5.8% |
| 1Y | +25.0% | +89.7% | -64.7% | +14.5% |
| All | +25.0% | +90.6% | -65.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling