+116.5%
VTRS vs SPY
+3,059.5%
-2,943.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | +2.1% | -1.4% | +3.5% | +3.3% |
| 3M | +2.6% | +3.7% | -1.1% | -0.7% |
| 6M | +17.8% | +13.0% | +4.8% | +6.2% |
| YTD | +35.7% | +12.4% | +23.3% | +23.0% |
| 1Y | +63.5% | +18.5% | +45.0% | +41.8% |
| 3Y | +85.1% | +77.6% | +7.5% | +14.2% |
| 5Y | +42.5% | +81.7% | -39.2% | -14.3% |
| 10Y | -48.2% | +319.7% | -367.9% | -84.2% |
| All | +116.5% | +3,059.5% | -2,943.0% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling