-50.0%
VTRS vs IT
+103.1%
-153.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.5% |
| 7D | -2.2% | -3.7% | +1.5% | -1.4% |
| 30D | +3.3% | +0.1% | +3.2% | +2.9% |
| 3M | +2.0% | +20.7% | -18.7% | -4.5% |
| 6M | +19.9% | +12.0% | +8.0% | +13.4% |
| YTD | +35.7% | -28.8% | +64.5% | +44.5% |
| 1Y | +68.1% | -25.5% | +93.6% | +75.6% |
| 3Y | +87.1% | -48.8% | +135.8% | +112.5% |
| 5Y | +47.6% | -42.7% | +90.4% | +57.5% |
| All | -50.0% | +103.1% | -153.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling