+46.4%
VTRS vs ET
+241.8%
-195.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +3.3% | +2.9% | +0.5% | +2.4% |
| 3M | +2.0% | +16.8% | -14.8% | -3.1% |
| 6M | +19.9% | +18.9% | +1.1% | +12.9% |
| YTD | +35.7% | +37.7% | -2.0% | +21.5% |
| 1Y | +68.1% | +32.4% | +35.7% | +52.3% |
| 3Y | +87.1% | +99.5% | -12.4% | +44.7% |
| All | +46.4% | +241.8% | -195.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling