+46.4%
VTRS vs SPY
+82.3%
-35.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -2.2% | -0.8% | -1.4% | -1.6% |
| 30D | +3.3% | -1.1% | +4.4% | +4.1% |
| 3M | +2.0% | +3.9% | -1.9% | -1.2% |
| 6M | +19.9% | +13.6% | +6.3% | +8.3% |
| YTD | +35.7% | +12.7% | +23.1% | +23.4% |
| 1Y | +68.1% | +17.5% | +50.6% | +48.0% |
| 3Y | +87.1% | +76.9% | +10.2% | +19.2% |
| All | +46.4% | +82.3% | -35.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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