-50.0%
VTRS vs ROP
+135.6%
-185.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -4.6% | +2.4% | -0.2% |
| 30D | +3.3% | -1.7% | +5.0% | +3.9% |
| 3M | +2.0% | +17.1% | -15.1% | -5.3% |
| 6M | +19.9% | +10.9% | +9.1% | +13.6% |
| YTD | +35.7% | -12.1% | +47.8% | +41.7% |
| 1Y | +68.1% | -24.2% | +92.3% | +87.7% |
| 3Y | +87.1% | -20.4% | +107.5% | +102.0% |
| 5Y | +47.6% | -15.4% | +63.0% | +52.1% |
| All | -50.0% | +135.6% | -185.6% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling