+40.9%
VTRS vs COMP
-32.0%
+72.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -0.1% | +4.1% | -4.2% | -0.5% |
| 30D | +1.9% | -14.5% | +16.4% | +3.3% |
| 3M | +5.1% | +41.8% | -36.8% | +1.1% |
| 6M | +20.1% | +23.6% | -3.5% | +16.2% |
| YTD | +36.6% | +1.7% | +34.9% | +34.2% |
| 1Y | +64.1% | +12.6% | +51.5% | +59.2% |
| 3Y | +86.4% | +221.9% | -135.5% | +58.8% |
| 5Y | +40.9% | -28.1% | +69.0% | +28.8% |
| All | +40.9% | -32.0% | +72.9% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling