+37.5%
VTRS vs AUR
-35.7%
+73.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | +3.3% | -6.4% | +9.7% | +3.6% |
| 3M | +2.0% | +7.7% | -5.7% | +1.2% |
| 6M | +19.9% | +44.5% | -24.6% | +16.7% |
| YTD | +35.7% | +67.4% | -31.7% | +30.9% |
| 1Y | +68.1% | +15.4% | +52.7% | +64.9% |
| 3Y | +87.1% | +94.8% | -7.8% | +72.7% |
| 5Y | +47.6% | -35.1% | +82.8% | +28.9% |
| All | +37.5% | -35.7% | +73.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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