-41.8%
VTRS vs REPL
-19.2%
-22.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -2.2% | -14.1% | +11.9% | -1.7% |
| 30D | +3.3% | -15.2% | +18.5% | +3.9% |
| 3M | +2.0% | +49.9% | -47.9% | -1.4% |
| 6M | +19.9% | +63.5% | -43.6% | +11.0% |
| YTD | +35.7% | +32.9% | +2.8% | +26.6% |
| 1Y | +68.1% | +115.0% | -46.9% | +48.5% |
| 3Y | +87.1% | -34.7% | +121.8% | +58.4% |
| 5Y | +47.6% | -59.7% | +107.3% | +27.3% |
| All | -41.8% | -19.2% | -22.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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