-50.0%
VTRS vs SPG
+64.5%
-114.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +3.3% | -6.1% | +9.5% | +5.3% |
| 3M | +2.0% | -3.6% | +5.6% | +3.1% |
| 6M | +19.9% | +10.4% | +9.5% | +16.2% |
| YTD | +35.7% | +14.4% | +21.4% | +29.9% |
| 1Y | +68.1% | +16.5% | +51.6% | +59.9% |
| 3Y | +87.1% | +106.8% | -19.7% | +49.4% |
| 5Y | +47.6% | +108.9% | -61.3% | +16.3% |
| All | -50.0% | +64.5% | -114.4% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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