+566.5%
VTRS vs ETR
+4,408.0%
-3,841.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -3.5% | +0.4% | -3.8% | -3.6% |
| 30D | +2.1% | +2.0% | +0.1% | +1.5% |
| 3M | +2.6% | -1.7% | +4.3% | +3.0% |
| 6M | +17.8% | +3.6% | +14.2% | +16.1% |
| YTD | +35.7% | +18.0% | +17.6% | +28.7% |
| 1Y | +63.5% | +26.2% | +37.3% | +52.0% |
| 3Y | +85.1% | +148.0% | -62.9% | +39.8% |
| 5Y | +42.5% | +126.1% | -83.6% | +9.5% |
| 10Y | -48.2% | +302.3% | -350.5% | -67.1% |
| All | +566.5% | +4,408.0% | -3,841.5% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling