-40.5%
VTRS vs REPL
-6.0%
-34.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | +3.3% | -3.0% | +6.3% | +3.4% |
| 30D | -3.6% | +27.1% | -30.8% | -4.6% |
| 3M | +7.0% | +52.4% | -45.4% | +3.5% |
| 6M | +17.5% | +107.4% | -90.0% | +7.5% |
| YTD | +38.8% | +54.7% | -16.0% | +28.7% |
| 1Y | +69.2% | +158.9% | -89.7% | +48.3% |
| 3Y | +77.5% | -23.7% | +101.2% | +49.4% |
| 5Y | +39.9% | -54.3% | +94.2% | +20.4% |
| All | -40.5% | -6.0% | -34.5% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling