+213.3%
VTRS vs RL
+1,366.2%
-1,152.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | -3.6% | -7.8% | +4.1% | -2.0% |
| 3M | +7.0% | -4.0% | +11.0% | +7.6% |
| 6M | +17.5% | -1.9% | +19.3% | +16.9% |
| YTD | +38.8% | -0.2% | +38.9% | +37.3% |
| 1Y | +69.2% | +10.7% | +58.5% | +63.0% |
| 3Y | +77.5% | +210.8% | -133.3% | +30.4% |
| 5Y | +39.9% | +238.2% | -198.3% | -1.1% |
| 10Y | -47.1% | +313.4% | -360.5% | -66.5% |
| All | +213.3% | +1,366.2% | -1,152.9% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling