-46.5%
VTRS vs RNG
+302.4%
-348.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -3.3% | -9.6% | +6.3% | -2.1% |
| 30D | +1.4% | +8.8% | -7.4% | +0.2% |
| 3M | +4.6% | +78.6% | -74.0% | -3.7% |
| 6M | +18.1% | +70.3% | -52.2% | +8.4% |
| YTD | +34.7% | +140.3% | -105.7% | +16.3% |
| 1Y | +65.6% | +126.6% | -61.0% | +43.7% |
| 3Y | +83.8% | +120.2% | -36.4% | +55.8% |
| 5Y | +46.5% | -68.3% | +114.8% | +51.7% |
| 10Y | -48.6% | +220.6% | -269.2% | -68.3% |
| All | -46.5% | +302.4% | -348.9% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling