+213.1%
VTRS vs SPG
+5,319.3%
-5,106.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +1.9% | -4.9% | +6.8% | +3.3% |
| 3M | +5.1% | +3.3% | +1.7% | +4.0% |
| 6M | +20.1% | +11.2% | +8.9% | +16.3% |
| YTD | +36.6% | +17.1% | +19.5% | +30.2% |
| 1Y | +64.1% | +21.6% | +42.5% | +54.7% |
| 3Y | +86.4% | +111.9% | -25.5% | +49.5% |
| 5Y | +40.9% | +106.9% | -66.1% | +12.8% |
| 10Y | -48.7% | +62.2% | -110.9% | -60.2% |
| All | +213.1% | +5,319.3% | -5,106.2% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling