+48.6%
VTRS vs COMP
-49.7%
+98.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -3.5% | +0.8% | -4.3% | -3.5% |
| 30D | +2.1% | -13.9% | +16.0% | +3.4% |
| 3M | +2.6% | +30.7% | -28.1% | -0.4% |
| 6M | +17.8% | +18.7% | -0.9% | +14.5% |
| YTD | +35.7% | +1.0% | +34.6% | +33.4% |
| 1Y | +63.5% | +15.1% | +48.4% | +58.4% |
| 3Y | +85.1% | +219.8% | -134.6% | +58.3% |
| 5Y | +42.5% | -28.7% | +71.1% | +28.7% |
| All | +48.6% | -49.7% | +98.4% | +36.5% |
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