+69.2%
VTRS vs RNG
+144.7%
-75.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | +3.3% | +5.8% | -2.5% | +3.2% |
| 30D | -3.6% | +19.6% | -23.3% | -4.0% |
| 3M | +7.0% | +67.0% | -60.1% | +5.8% |
| 6M | +17.5% | +88.4% | -70.9% | +15.5% |
| YTD | +38.8% | +155.5% | -116.7% | +32.4% |
| 1Y | +69.2% | +141.7% | -72.5% | +59.8% |
| All | +69.2% | +144.7% | -75.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling