-50.4%
VTRS vs AR
+44.6%
-95.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | +1.4% | +3.5% | -2.2% | +0.9% |
| 3M | +4.6% | +9.9% | -5.3% | +3.1% |
| 6M | +18.1% | +4.5% | +13.5% | +16.6% |
| YTD | +34.7% | +13.7% | +21.0% | +31.0% |
| 1Y | +65.6% | +19.2% | +46.4% | +59.7% |
| 3Y | +83.8% | +46.2% | +37.6% | +68.6% |
| 5Y | +46.5% | +145.9% | -99.4% | +21.4% |
| All | -50.4% | +44.6% | -95.0% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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