+339.4%
VTRS vs M
+383.6%
-44.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | +1.9% | -11.6% | +13.5% | +4.3% |
| 3M | +5.1% | +1.6% | +3.4% | +4.4% |
| 6M | +20.1% | +25.2% | -5.1% | +14.1% |
| YTD | +36.6% | +3.8% | +32.8% | +34.1% |
| 1Y | +64.1% | +36.3% | +27.8% | +52.1% |
| 3Y | +86.4% | +116.3% | -30.0% | +50.8% |
| 5Y | +40.9% | +28.2% | +12.7% | +19.2% |
| 10Y | -48.7% | -3.4% | -45.3% | -60.6% |
| All | +339.4% | +383.6% | -44.1% | +97.3% |
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 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