+4.4%
VTRS vs AVTR
+1.1%
+3.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.3% | -2.0% | -1.3% | -2.9% |
| 30D | +1.4% | +8.1% | -6.7% | -0.5% |
| 3M | +4.6% | +54.2% | -49.5% | -5.8% |
| 6M | +18.1% | +82.6% | -64.5% | +1.8% |
| YTD | +34.7% | +29.8% | +4.8% | +25.0% |
| 1Y | +65.6% | +18.0% | +47.6% | +54.6% |
| 3Y | +83.8% | -26.4% | +110.2% | +86.5% |
| 5Y | +46.5% | -64.8% | +111.3% | +72.2% |
| All | +4.4% | +1.1% | +3.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded AVTR 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling