-50.0%
VTRS vs P
+718.8%
-768.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.2% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +3.3% | -11.9% | +15.2% | +4.9% |
| 3M | +2.0% | +41.6% | -39.6% | -4.3% |
| 6M | +19.9% | +58.1% | -38.2% | +9.7% |
| YTD | +35.7% | +46.5% | -10.8% | +25.1% |
| 1Y | +68.1% | +19.1% | +49.0% | +57.5% |
| 3Y | +87.1% | +150.6% | -63.5% | +45.6% |
| 5Y | +47.6% | +271.8% | -224.1% | +3.1% |
| All | -50.0% | +718.8% | -768.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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