+566.9%
VTRS vs RRX
+3,890.5%
-3,323.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | +3.3% | -6.1% | +9.5% | +5.1% |
| 3M | +2.0% | -23.1% | +25.0% | +8.0% |
| 6M | +19.9% | -19.5% | +39.5% | +23.8% |
| YTD | +35.7% | +16.1% | +19.7% | +25.7% |
| 1Y | +68.1% | +12.9% | +55.2% | +55.9% |
| 3Y | +87.1% | +7.9% | +79.1% | +68.7% |
| 5Y | +47.6% | +19.1% | +28.5% | +26.7% |
| 10Y | -48.2% | +225.8% | -274.0% | -67.0% |
| All | +566.9% | +3,890.5% | -3,323.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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