-50.0%
VTRS vs CAPR
-78.4%
+28.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -2.2% | -11.0% | +8.8% | -2.0% |
| 30D | +3.3% | +99.8% | -96.4% | +1.9% |
| 3M | +2.0% | -66.6% | +68.6% | +2.6% |
| 6M | +19.9% | -75.1% | +95.0% | +21.2% |
| YTD | +35.7% | -71.0% | +106.7% | +36.7% |
| 1Y | +68.1% | +30.0% | +38.1% | +58.9% |
| 3Y | +87.1% | +29.0% | +58.1% | +71.9% |
| 5Y | +47.6% | +70.8% | -23.2% | +33.3% |
| All | -50.0% | -78.4% | +28.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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