+46.4%
VTRS vs SITM
+187.3%
-140.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.3% |
| 7D | -2.2% | +3.9% | -6.0% | -2.6% |
| 30D | +3.3% | -6.6% | +9.9% | +3.8% |
| 3M | +2.0% | -11.9% | +13.9% | +2.0% |
| 6M | +19.9% | +81.1% | -61.2% | +9.9% |
| YTD | +35.7% | +80.0% | -44.2% | +24.0% |
| 1Y | +68.1% | +145.8% | -77.7% | +46.9% |
| 3Y | +87.1% | +475.9% | -388.8% | +41.6% |
| All | +46.4% | +187.3% | -140.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling