+571.0%
VTRS vs D
+2,361.5%
-1,790.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +1.9% | -0.7% | +2.6% | +2.1% |
| 3M | +5.1% | +2.1% | +3.0% | +4.3% |
| 6M | +20.1% | +6.8% | +13.2% | +17.0% |
| YTD | +36.6% | +16.5% | +20.0% | +29.0% |
| 1Y | +64.1% | +19.2% | +45.0% | +53.5% |
| 3Y | +86.4% | +61.9% | +24.5% | +55.0% |
| 5Y | +40.9% | +6.5% | +34.3% | +33.6% |
| 10Y | -48.7% | +35.3% | -84.0% | -57.6% |
| All | +571.0% | +2,361.5% | -1,790.6% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling