-50.0%
VTRS vs RRC
+4.9%
-54.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | +3.3% | +2.7% | +0.7% | +2.8% |
| 3M | +2.0% | +8.8% | -6.8% | +0.3% |
| 6M | +19.9% | -1.2% | +21.1% | +19.5% |
| YTD | +35.7% | +17.6% | +18.2% | +30.8% |
| 1Y | +68.1% | +18.4% | +49.7% | +61.3% |
| 3Y | +87.1% | +33.1% | +54.0% | +72.8% |
| 5Y | +47.6% | +148.2% | -100.5% | +17.2% |
| All | -50.0% | +4.9% | -54.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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