+46.4%
VTRS vs ETR
+122.3%
-75.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | +3.3% | -1.8% | +5.1% | +3.7% |
| 3M | +2.0% | -3.6% | +5.6% | +2.8% |
| 6M | +19.9% | +2.6% | +17.3% | +18.7% |
| YTD | +35.7% | +16.0% | +19.7% | +30.1% |
| 1Y | +68.1% | +20.1% | +48.0% | +59.5% |
| 3Y | +87.1% | +143.6% | -56.5% | +42.8% |
| All | +46.4% | +122.3% | -75.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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