+96.7%
VTRS vs AS
+137.8%
-41.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +10.2% | +4.5% | +5.7% | +9.4% |
| 30D | +18.2% | +13.2% | +5.0% | +15.7% |
| 3M | +29.0% | -11.9% | +40.9% | +31.4% |
| 6M | +23.2% | -11.6% | +34.8% | +25.1% |
| YTD | +71.4% | -14.7% | +86.1% | +74.3% |
| 1Y | +112.3% | +5.7% | +106.6% | +108.5% |
| All | +96.7% | +137.8% | -41.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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