+69.2%
VTRS vs DTE
+3.0%
+66.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -3.6% | -2.6% | -1.1% | -3.4% |
| 3M | +7.0% | -3.9% | +10.9% | +7.8% |
| 6M | +17.5% | -7.9% | +25.4% | +18.5% |
| YTD | +38.8% | +7.2% | +31.6% | +36.2% |
| 1Y | +69.2% | +3.1% | +66.1% | +69.2% |
| All | +69.2% | +3.0% | +66.2% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling