-50.0%
VTRS vs BR
+189.7%
-239.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.2% | -3.0% | +0.8% | -1.2% |
| 30D | +3.3% | -0.3% | +3.6% | +3.3% |
| 3M | +2.0% | +17.3% | -15.3% | -4.0% |
| 6M | +19.9% | -6.7% | +26.6% | +21.9% |
| YTD | +35.7% | -23.4% | +59.2% | +47.6% |
| 1Y | +68.1% | -32.7% | +100.8% | +91.9% |
| 3Y | +87.1% | -5.9% | +93.0% | +84.8% |
| 5Y | +47.6% | +8.4% | +39.2% | +35.0% |
| All | -50.0% | +189.7% | -239.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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