+87.1%
VTRS vs EL
-34.0%
+121.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.2% | -6.5% | +4.3% | -0.9% |
| 30D | +3.3% | +11.1% | -7.8% | +1.0% |
| 3M | +2.0% | +10.7% | -8.7% | -0.4% |
| 6M | +19.9% | +6.9% | +13.1% | +17.2% |
| YTD | +35.7% | -6.3% | +42.0% | +34.9% |
| 1Y | +68.1% | +13.5% | +54.6% | +59.9% |
| 3Y | +87.1% | -33.1% | +120.1% | +79.7% |
| All | +87.1% | -34.0% | +121.1% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling