-50.0%
VTRS vs EFV
+169.9%
-219.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.2% |
| 7D | -2.2% | -0.8% | -1.4% | -1.5% |
| 30D | +3.3% | +0.6% | +2.7% | +2.7% |
| 3M | +2.0% | +7.5% | -5.5% | -4.6% |
| 6M | +19.9% | +13.0% | +6.9% | +6.9% |
| YTD | +35.7% | +18.3% | +17.4% | +15.9% |
| 1Y | +68.1% | +26.7% | +41.4% | +34.8% |
| 3Y | +87.1% | +89.6% | -2.5% | +3.6% |
| 5Y | +47.6% | +98.2% | -50.6% | -21.2% |
| All | -50.0% | +169.9% | -219.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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