-50.0%
VTRS vs ACWI
+233.9%
-283.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -2.2% | -1.0% | -1.2% | -1.3% |
| 30D | +3.3% | -0.9% | +4.2% | +4.1% |
| 3M | +2.0% | +3.5% | -1.5% | -1.6% |
| 6M | +19.9% | +12.8% | +7.1% | +6.4% |
| YTD | +35.7% | +14.0% | +21.7% | +19.3% |
| 1Y | +68.1% | +19.2% | +48.9% | +41.7% |
| 3Y | +87.1% | +75.1% | +12.0% | +8.9% |
| 5Y | +47.6% | +68.6% | -21.0% | -11.1% |
| All | -50.0% | +233.9% | -283.9% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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