-46.8%
VTRS vs AR
-27.2%
-19.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +3.3% | +2.5% | +0.8% | +2.9% |
| 30D | -3.6% | +14.8% | -18.4% | -5.6% |
| 3M | +7.0% | +6.2% | +0.7% | +5.8% |
| 6M | +17.5% | +4.3% | +13.2% | +15.9% |
| YTD | +38.8% | +14.4% | +24.4% | +34.7% |
| 1Y | +69.2% | +21.3% | +47.9% | +62.4% |
| 3Y | +77.5% | +39.8% | +37.6% | +63.2% |
| 5Y | +39.9% | +142.1% | -102.2% | +14.7% |
| 10Y | -47.1% | +52.0% | -99.2% | -55.2% |
| All | -46.8% | -27.2% | -19.6% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling