+40.9%
VTRS vs PL
+79.0%
-38.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -0.1% | -7.5% | +7.4% | +0.3% |
| 30D | +1.9% | -25.6% | +27.4% | +3.4% |
| 3M | +5.1% | -45.6% | +50.7% | +8.2% |
| 6M | +20.1% | -29.5% | +49.6% | +20.0% |
| YTD | +36.6% | -9.7% | +46.2% | +33.6% |
| 1Y | +64.1% | +84.4% | -20.3% | +50.9% |
| 3Y | +86.4% | +550.0% | -463.6% | +43.9% |
| 5Y | +40.9% | +79.0% | -38.1% | -0.2% |
| All | +40.9% | +79.0% | -38.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling