-50.0%
VTRS vs CF
+595.8%
-645.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +3.3% | +11.5% | -8.1% | +1.1% |
| 3M | +2.0% | +25.5% | -23.5% | -2.8% |
| 6M | +19.9% | +11.8% | +8.1% | +15.3% |
| YTD | +35.7% | +74.6% | -38.8% | +17.8% |
| 1Y | +68.1% | +57.7% | +10.4% | +48.8% |
| 3Y | +87.1% | +74.2% | +12.9% | +58.2% |
| 5Y | +47.6% | +223.8% | -176.2% | -1.3% |
| All | -50.0% | +595.8% | -645.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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