+450.8%
VTRS vs M
+436.6%
+14.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +4.6% | +7.0% | -2.4% | +3.1% |
| 30D | +19.4% | +8.9% | +10.5% | +17.1% |
| 3M | +30.8% | +4.5% | +26.3% | +29.2% |
| 6M | +21.6% | +36.2% | -14.6% | +13.5% |
| YTD | +71.2% | +15.1% | +56.0% | +64.2% |
| 1Y | +97.6% | +27.4% | +70.2% | +85.4% |
| 3Y | +163.9% | +160.1% | +3.7% | +105.6% |
| 5Y | +82.1% | -1.6% | +83.7% | +63.3% |
| 10Y | -31.3% | -7.7% | -23.6% | -46.6% |
| All | +450.8% | +436.6% | +14.2% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling