-32.2%
VTRS vs D
+48.0%
-80.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.6% | -1.4% | +5.9% | +4.9% |
| 30D | +19.4% | +7.7% | +11.6% | +17.2% |
| 3M | +30.8% | -0.3% | +31.1% | +30.7% |
| 6M | +21.6% | +10.1% | +11.6% | +18.6% |
| YTD | +71.2% | +19.1% | +52.1% | +63.4% |
| 1Y | +97.6% | +15.9% | +81.7% | +89.7% |
| 3Y | +163.9% | +75.0% | +88.9% | +128.7% |
| 5Y | +82.1% | +13.4% | +68.7% | +72.2% |
| All | -32.2% | +48.0% | -80.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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