+15.0%
VTRS vs ROIV
+289.9%
-274.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -3.3% | +19.0% | -22.3% | -4.9% |
| 30D | +1.4% | +16.1% | -14.8% | -0.1% |
| 3M | +4.6% | +44.1% | -39.5% | +1.1% |
| 6M | +18.1% | +37.8% | -19.8% | +14.4% |
| YTD | +34.7% | +88.7% | -54.0% | +26.8% |
| 1Y | +65.6% | +197.3% | -131.7% | +50.0% |
| 3Y | +83.8% | +224.9% | -141.1% | +63.2% |
| 5Y | +46.5% | +311.0% | -264.6% | +26.4% |
| All | +15.0% | +289.9% | -274.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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