+87.1%
VTRS vs M
+112.2%
-25.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.5% |
| 7D | -2.2% | -4.2% | +2.0% | -1.5% |
| 30D | +3.3% | -7.2% | +10.5% | +4.5% |
| 3M | +2.0% | -11.1% | +13.1% | +3.8% |
| 6M | +19.9% | +28.8% | -8.8% | +14.2% |
| YTD | +35.7% | +2.0% | +33.7% | +34.0% |
| 1Y | +68.1% | +31.3% | +36.8% | +58.0% |
| 3Y | +87.1% | +119.1% | -32.0% | +46.3% |
| All | +87.1% | +112.2% | -25.1% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling