+18.5%
VTRS vs ROIV
+232.7%
-214.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | -3.6% | +1.0% | -4.6% | -3.8% |
| 3M | +7.0% | +18.3% | -11.3% | +5.3% |
| 6M | +17.5% | +18.3% | -0.9% | +15.4% |
| YTD | +38.8% | +61.0% | -22.2% | +32.7% |
| 1Y | +69.2% | +177.9% | -108.7% | +54.3% |
| 3Y | +77.5% | +199.1% | -121.6% | +59.3% |
| 5Y | +39.9% | +250.7% | -210.8% | +22.5% |
| All | +18.5% | +232.7% | -214.2% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling