-50.0%
VTRS vs RL
+311.3%
-361.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.2% | -3.4% | +1.3% | -1.3% |
| 30D | +3.3% | -14.4% | +17.8% | +7.7% |
| 3M | +2.0% | -13.6% | +15.6% | +5.6% |
| 6M | +19.9% | +0.6% | +19.4% | +18.3% |
| YTD | +35.7% | -3.6% | +39.3% | +35.2% |
| 1Y | +68.1% | +8.3% | +59.8% | +61.6% |
| 3Y | +87.1% | +204.8% | -117.7% | +29.7% |
| 5Y | +47.6% | +232.9% | -185.3% | -2.6% |
| All | -50.0% | +311.3% | -361.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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