+87.0%
VTRS vs ES
+30.3%
+56.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +2.1% | -1.0% | +3.1% | +2.4% |
| 3M | +2.6% | +1.5% | +1.1% | +2.0% |
| 6M | +17.8% | -3.5% | +21.2% | +18.8% |
| YTD | +35.7% | +7.0% | +28.7% | +31.5% |
| 1Y | +63.5% | +15.3% | +48.2% | +53.0% |
| All | +87.0% | +30.3% | +56.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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