+279.2%
RTX vs VTRS
-48.4%
+327.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.5% | -2.2% | +0.6% | -1.1% |
| 30D | -11.0% | +3.3% | -14.3% | -11.7% |
| 3M | +7.7% | +2.0% | +5.7% | +7.0% |
| 6M | -3.9% | +19.9% | -23.8% | -8.1% |
| YTD | +9.0% | +35.7% | -26.8% | +1.0% |
| 1Y | +27.3% | +68.1% | -40.8% | +12.1% |
| 3Y | +172.9% | +87.1% | +85.8% | +127.2% |
| 5Y | +165.2% | +47.6% | +117.5% | +127.0% |
| All | +279.2% | -48.4% | +327.6% | +271.9% |
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