-50.0%
VTRS vs M
-3.0%
-47.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.5% |
| 7D | -2.2% | -4.2% | +2.0% | -1.6% |
| 30D | +3.3% | -7.2% | +10.5% | +4.5% |
| 3M | +2.0% | -11.1% | +13.1% | +3.7% |
| 6M | +19.9% | +28.8% | -8.8% | +14.5% |
| YTD | +35.7% | +2.0% | +33.7% | +34.1% |
| 1Y | +68.1% | +31.3% | +36.8% | +58.9% |
| 3Y | +87.1% | +119.1% | -32.0% | +57.3% |
| 5Y | +47.6% | +29.7% | +18.0% | +29.3% |
| All | -50.0% | -3.0% | -47.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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