+566.9%
VTRS vs DTE
+3,398.4%
-2,831.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -2.2% | -2.6% | +0.4% | -1.3% |
| 30D | +3.3% | -4.4% | +7.7% | +5.0% |
| 3M | +2.0% | -8.3% | +10.3% | +5.2% |
| 6M | +19.9% | -8.1% | +28.0% | +23.3% |
| YTD | +35.7% | +4.4% | +31.3% | +32.8% |
| 1Y | +68.1% | +0.2% | +67.9% | +66.9% |
| 3Y | +87.1% | +42.6% | +44.5% | +61.3% |
| 5Y | +47.6% | +31.5% | +16.2% | +30.5% |
| 10Y | -48.2% | +138.2% | -186.4% | -64.6% |
| All | +566.9% | +3,398.4% | -2,831.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling