+92.4%
VTRS vs PL
+40.9%
+51.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | +4.6% | +10.0% | -5.5% | +4.0% |
| 30D | +19.4% | -2.3% | +21.6% | +19.3% |
| 3M | +30.8% | -44.2% | +75.0% | +34.5% |
| 6M | +21.6% | -66.1% | +87.7% | +27.8% |
| YTD | +71.2% | -30.0% | +101.1% | +69.3% |
| 1Y | +97.6% | +21.0% | +76.6% | +86.9% |
| 3Y | +163.9% | +516.5% | -352.7% | +103.1% |
| 5Y | +82.1% | +32.0% | +50.1% | +44.6% |
| All | +92.4% | +40.9% | +51.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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