-47.0%
VTRS vs ESI
+222.6%
-269.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -3.5% | +3.9% | -7.4% | -4.6% |
| 30D | +2.1% | -3.8% | +5.9% | +3.1% |
| 3M | +2.6% | -13.1% | +15.7% | +5.5% |
| 6M | +17.8% | +11.3% | +6.4% | +11.0% |
| YTD | +35.7% | +44.1% | -8.4% | +17.7% |
| 1Y | +63.5% | +40.3% | +23.2% | +42.4% |
| 3Y | +85.1% | +84.1% | +1.1% | +45.7% |
| 5Y | +42.5% | +75.8% | -33.3% | +11.8% |
| 10Y | -48.2% | +320.7% | -368.9% | -69.8% |
| All | -47.0% | +222.6% | -269.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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