+89.7%
VTRS vs ROP
+10.1%
+79.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.4% | +1.3% |
| 7D | +2.4% | +11.7% | -9.3% | +1.5% |
| 30D | +9.1% | +35.5% | -26.4% | +6.2% |
| 3M | +9.4% | +25.3% | -15.9% | +7.3% |
| 6M | +28.3% | +38.9% | -10.6% | +24.5% |
| YTD | +58.0% | +11.4% | +46.7% | +51.4% |
| 1Y | +89.7% | +10.3% | +79.4% | +80.6% |
| All | +89.7% | +10.1% | +79.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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