+46.4%
VTRS vs IT
-42.9%
+89.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.2% |
| 7D | -2.2% | -3.7% | +1.5% | -1.6% |
| 30D | +3.3% | +0.1% | +3.2% | +3.0% |
| 3M | +2.0% | +20.7% | -18.7% | -2.9% |
| 6M | +19.9% | +12.0% | +8.0% | +15.1% |
| YTD | +35.7% | -28.8% | +64.5% | +43.8% |
| 1Y | +68.1% | -25.5% | +93.6% | +75.2% |
| 3Y | +87.1% | -48.8% | +135.8% | +110.0% |
| All | +46.4% | -42.9% | +89.3% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling