-50.0%
VTRS vs DG
+101.8%
-151.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -2.2% | -6.5% | +4.3% | -1.0% |
| 30D | +3.3% | +4.2% | -0.8% | +2.5% |
| 3M | +2.0% | +9.5% | -7.5% | +0.2% |
| 6M | +19.9% | -13.1% | +33.1% | +22.3% |
| YTD | +35.7% | -4.8% | +40.6% | +36.1% |
| 1Y | +68.1% | +20.6% | +47.5% | +60.9% |
| 3Y | +87.1% | +4.9% | +82.1% | +77.6% |
| 5Y | +47.6% | -37.9% | +85.5% | +55.3% |
| All | -50.0% | +101.8% | -151.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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