-50.0%
VTRS vs RUN
+42.2%
-92.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.2% | -3.7% | +1.5% | -1.9% |
| 30D | +3.3% | -13.0% | +16.3% | +4.5% |
| 3M | +2.0% | -31.8% | +33.8% | +5.1% |
| 6M | +19.9% | -32.2% | +52.2% | +23.2% |
| YTD | +35.7% | -53.5% | +89.2% | +42.5% |
| 1Y | +68.1% | -46.5% | +114.6% | +73.2% |
| 3Y | +87.1% | -37.6% | +124.7% | +72.2% |
| 5Y | +47.6% | -80.9% | +128.5% | +44.7% |
| All | -50.0% | +42.2% | -92.2% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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