+46.5%
VTRS vs REPL
-58.5%
+104.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.6% | -0.6% |
| 7D | -3.3% | -13.4% | +10.1% | -3.1% |
| 30D | +1.4% | -3.0% | +4.4% | +1.4% |
| 3M | +4.6% | +56.3% | -51.7% | +3.2% |
| 6M | +18.1% | +60.9% | -42.8% | +14.2% |
| YTD | +34.7% | +36.2% | -1.5% | +30.7% |
| 1Y | +65.6% | +121.0% | -55.4% | +56.4% |
| 3Y | +83.8% | -32.8% | +116.6% | +70.7% |
| 5Y | +46.5% | -58.7% | +105.1% | +33.4% |
| All | +46.5% | -58.5% | +104.9% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling