-50.0%
VTRS vs DD
+66.6%
-116.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.2% | -3.5% | +1.3% | -0.6% |
| 30D | +3.3% | -11.7% | +15.0% | +9.1% |
| 3M | +2.0% | -9.2% | +11.2% | +6.3% |
| 6M | +19.9% | -7.2% | +27.1% | +22.9% |
| YTD | +35.7% | +6.6% | +29.1% | +30.5% |
| 1Y | +68.1% | +32.0% | +36.1% | +46.1% |
| 3Y | +87.1% | +42.1% | +45.0% | +53.4% |
| 5Y | +47.6% | +58.1% | -10.4% | +13.0% |
| All | -50.0% | +66.6% | -116.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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