-39.6%
VTRS vs P
+547.6%
-587.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.2% | -2.3% |
| 7D | +9.0% | +17.8% | -8.9% | +6.6% |
| 30D | +19.8% | -29.9% | +49.7% | +24.9% |
| 3M | +29.3% | -1.2% | +30.5% | +27.9% |
| 6M | +22.2% | +32.1% | -9.9% | +14.6% |
| YTD | +69.9% | +64.3% | +5.6% | +53.2% |
| 1Y | +94.4% | +24.3% | +70.1% | +80.7% |
| 3Y | +154.8% | +203.2% | -48.4% | +93.8% |
| 5Y | +80.8% | +290.4% | -209.6% | +27.8% |
| 10Y | -31.8% | +680.9% | -712.6% | -59.0% |
| All | -39.6% | +547.6% | -587.2% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling