+137.7%
VTRS vs EL
+1,598.2%
-1,460.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | +2.1% | +13.7% | -11.6% | -1.8% |
| 3M | +2.6% | +14.5% | -11.9% | -1.6% |
| 6M | +17.8% | +7.4% | +10.4% | +13.8% |
| YTD | +35.7% | -4.7% | +40.4% | +34.1% |
| 1Y | +63.5% | +12.9% | +50.6% | +53.3% |
| 3Y | +85.1% | -32.2% | +117.4% | +88.6% |
| 5Y | +42.5% | -68.4% | +110.9% | +75.6% |
| 10Y | -48.2% | +28.3% | -76.5% | -58.2% |
| All | +137.7% | +1,598.2% | -1,460.5% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling