-16.9%
VTRS vs ITOT
+887.7%
-904.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -2.2% | -0.9% | -1.3% | -1.4% |
| 30D | +3.3% | -1.5% | +4.8% | +4.7% |
| 3M | +2.0% | +3.6% | -1.6% | -1.5% |
| 6M | +19.9% | +13.7% | +6.2% | +6.3% |
| YTD | +35.7% | +12.9% | +22.8% | +21.1% |
| 1Y | +68.1% | +17.2% | +50.9% | +44.9% |
| 3Y | +87.1% | +75.6% | +11.5% | +9.8% |
| 5Y | +47.6% | +75.5% | -27.8% | -14.4% |
| 10Y | -48.2% | +302.0% | -350.1% | -86.4% |
| All | -16.9% | +887.7% | -904.5% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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