-50.0%
VTRS vs COO
+17.0%
-67.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.2% | -22.5% | +20.3% | +7.0% |
| 30D | +3.3% | -29.7% | +33.1% | +17.2% |
| 3M | +2.0% | -20.1% | +22.1% | +10.0% |
| 6M | +19.9% | -26.9% | +46.8% | +33.5% |
| YTD | +35.7% | -34.2% | +70.0% | +57.1% |
| 1Y | +68.1% | -21.3% | +89.3% | +80.9% |
| 3Y | +87.1% | -38.7% | +125.8% | +114.9% |
| 5Y | +47.6% | -52.2% | +99.8% | +84.1% |
| All | -50.0% | +17.0% | -67.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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