+120.9%
VTRS vs A
+434.5%
-313.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -3.5% | -4.4% | +0.9% | -2.4% |
| 30D | +2.1% | -2.7% | +4.8% | +2.7% |
| 3M | +2.6% | +7.0% | -4.4% | +0.7% |
| 6M | +17.8% | +24.6% | -6.9% | +10.6% |
| YTD | +35.7% | +7.0% | +28.6% | +32.2% |
| 1Y | +63.5% | +15.6% | +47.9% | +56.0% |
| 3Y | +85.1% | +29.9% | +55.2% | +70.4% |
| 5Y | +42.5% | -15.4% | +57.9% | +43.7% |
| 10Y | -48.2% | +248.9% | -297.1% | -62.1% |
| All | +120.9% | +434.5% | -313.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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