+85.6%
VTRS vs ROP
-19.1%
+104.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -3.3% | -8.0% | +4.7% | -1.1% |
| 30D | +1.4% | -2.7% | +4.1% | +2.0% |
| 3M | +4.6% | +16.6% | -12.0% | -0.3% |
| 6M | +18.1% | +10.4% | +7.7% | +14.2% |
| YTD | +34.7% | -12.1% | +46.8% | +40.8% |
| 1Y | +65.6% | -23.6% | +89.3% | +83.5% |
| All | +85.6% | -19.1% | +104.7% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling