-62.4%
VTRS vs RUN
-33.9%
-28.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -3.3% | -3.4% | +0.1% | -3.0% |
| 30D | +1.4% | -14.0% | +15.3% | +2.7% |
| 3M | +4.6% | -27.5% | +32.1% | +7.3% |
| 6M | +18.1% | -29.0% | +47.0% | +20.8% |
| YTD | +34.7% | -53.1% | +87.8% | +41.5% |
| 1Y | +65.6% | -46.7% | +112.4% | +70.8% |
| 3Y | +83.8% | -38.3% | +122.1% | +69.1% |
| 5Y | +46.5% | -80.7% | +127.2% | +42.9% |
| 10Y | -48.6% | +42.4% | -91.0% | -65.1% |
| All | -62.4% | -33.9% | -28.5% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling