+89.7%
VTRS vs COMP
-51.7%
+141.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | +9.6% | +2.2% | +7.4% | +9.2% |
| 30D | +20.1% | +16.3% | +3.7% | +18.1% |
| 3M | +30.3% | -19.1% | +49.5% | +32.4% |
| 6M | +26.3% | +17.1% | +9.2% | +23.3% |
| YTD | +73.1% | -2.9% | +76.1% | +70.4% |
| 1Y | +94.7% | +8.8% | +85.9% | +89.4% |
| 3Y | +159.7% | +423.5% | -263.8% | +111.9% |
| 5Y | +79.7% | -10.5% | +90.2% | +59.5% |
| All | +89.7% | -51.7% | +141.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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