-3.4%
VTRS vs CAPR
-99.1%
+95.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | +3.3% | -2.0% | +5.3% | +3.3% |
| 30D | -3.6% | +139.2% | -142.8% | -5.0% |
| 3M | +7.0% | -66.4% | +73.3% | +7.5% |
| 6M | +17.5% | -63.1% | +80.6% | +17.8% |
| YTD | +38.8% | -67.4% | +106.2% | +39.3% |
| 1Y | +69.2% | +58.2% | +11.0% | +61.2% |
| 3Y | +77.5% | +42.2% | +35.2% | +66.2% |
| 5Y | +39.9% | +87.3% | -47.4% | +29.6% |
| 10Y | -47.1% | -75.3% | +28.1% | -52.4% |
| All | -3.4% | -99.1% | +95.6% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling