+46.4%
VTRS vs RBA
+39.4%
+7.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +3.3% | -2.9% | +6.2% | +3.7% |
| 3M | +2.0% | -20.9% | +22.9% | +5.0% |
| 6M | +19.9% | -17.7% | +37.6% | +22.7% |
| YTD | +35.7% | -18.2% | +53.9% | +38.8% |
| 1Y | +68.1% | -29.1% | +97.2% | +75.2% |
| 3Y | +87.1% | +29.5% | +57.5% | +82.9% |
| All | +46.4% | +39.4% | +7.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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