+82.7%
VTRS vs SITM
+27.0%
+55.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.0% | +10.7% | -0.9% |
| 7D | -1.2% | -27.3% | +26.1% | -0.3% |
| 30D | +8.2% | -50.1% | +58.2% | +10.5% |
| 3M | +8.3% | -34.6% | +42.9% | +9.3% |
| 6M | +24.1% | -40.5% | +64.6% | +23.9% |
| YTD | +56.0% | +0.5% | +55.4% | +51.7% |
| 1Y | +82.7% | +27.2% | +55.5% | +84.9% |
| All | +82.7% | +27.0% | +55.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling