+164.2%
VTRS vs CF
+65.2%
+99.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.7% |
| 7D | +10.2% | +4.8% | +5.4% | +10.1% |
| 30D | +18.2% | +9.7% | +8.5% | +17.9% |
| 3M | +29.0% | +1.2% | +27.8% | +29.0% |
| 6M | +23.2% | +7.4% | +15.9% | +22.7% |
| YTD | +71.4% | +60.5% | +10.9% | +59.6% |
| 1Y | +112.3% | +50.7% | +61.5% | +99.2% |
| All | +164.2% | +65.2% | +99.0% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling