+19.0%
VTRS vs SITM
+4,532.8%
-4,513.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -3.3% | +4.8% | -8.1% | -3.8% |
| 30D | +1.4% | -9.7% | +11.1% | +2.2% |
| 3M | +4.6% | -9.3% | +14.0% | +4.1% |
| 6M | +18.1% | +69.5% | -51.4% | +8.8% |
| YTD | +34.7% | +70.5% | -35.9% | +23.5% |
| 1Y | +65.6% | +145.3% | -79.6% | +44.3% |
| 3Y | +83.8% | +432.8% | -349.0% | +39.5% |
| 5Y | +46.5% | +174.0% | -127.5% | +11.5% |
| All | +19.0% | +4,532.8% | -4,513.9% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling