+171.9%
SAP vs VTRS
-48.4%
+220.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | +1.1% | +3.3% | -2.2% | +0.3% |
| 3M | +26.1% | +2.0% | +24.1% | +25.4% |
| 6M | +9.8% | +19.9% | -10.1% | +5.0% |
| YTD | -13.6% | +35.7% | -49.3% | -19.9% |
| 1Y | -18.7% | +68.1% | -86.8% | -28.3% |
| 3Y | +54.1% | +87.1% | -33.0% | +29.8% |
| 5Y | +54.7% | +47.6% | +7.1% | +34.2% |
| All | +171.9% | -48.4% | +220.2% | +162.5% |
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 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