+581.9%
VTRS vs ES
+1,243.3%
-661.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -3.6% | -2.0% | -1.7% | -3.1% |
| 3M | +7.0% | +1.7% | +5.3% | +6.3% |
| 6M | +17.5% | -3.5% | +21.0% | +18.3% |
| YTD | +38.8% | +7.9% | +30.9% | +35.0% |
| 1Y | +69.2% | +17.2% | +52.0% | +60.2% |
| 3Y | +77.5% | +29.3% | +48.1% | +61.9% |
| 5Y | +39.9% | -5.7% | +45.6% | +38.4% |
| 10Y | -47.1% | +85.2% | -132.3% | -58.7% |
| All | +581.9% | +1,243.3% | -661.4% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling