+566.5%
VTRS vs DD
+932.3%
-365.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.2% |
| 7D | -3.5% | -3.8% | +0.3% | -2.2% |
| 30D | +2.1% | -9.2% | +11.3% | +5.4% |
| 3M | +2.6% | -9.0% | +11.6% | +5.7% |
| 6M | +17.8% | -5.0% | +22.7% | +19.1% |
| YTD | +35.7% | +7.4% | +28.3% | +31.7% |
| 1Y | +63.5% | +35.1% | +28.4% | +46.7% |
| 3Y | +85.1% | +43.2% | +41.9% | +60.7% |
| 5Y | +42.5% | +59.6% | -17.2% | +18.3% |
| 10Y | -48.2% | +66.5% | -114.7% | -59.2% |
| All | +566.5% | +932.3% | -365.8% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling