+363.8%
VTRS vs ROP
+24,791.5%
-24,427.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -0.1% | -5.4% | +5.3% | +1.3% |
| 30D | +1.9% | -1.6% | +3.5% | +2.2% |
| 3M | +5.1% | +18.8% | -13.8% | +0.2% |
| 6M | +20.1% | +8.2% | +11.9% | +17.0% |
| YTD | +36.6% | -10.5% | +47.0% | +39.2% |
| 1Y | +64.1% | -23.7% | +87.9% | +74.2% |
| 3Y | +86.4% | -17.9% | +104.2% | +93.5% |
| 5Y | +40.9% | -15.3% | +56.2% | +44.4% |
| 10Y | -48.7% | +133.4% | -182.1% | -59.2% |
| All | +363.8% | +24,791.5% | -24,427.8% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling