+46.4%
VTRS vs SPYG
+85.2%
-38.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | +3.3% | -1.5% | +4.8% | +4.0% |
| 3M | +2.0% | +3.7% | -1.8% | -0.2% |
| 6M | +19.9% | +16.4% | +3.5% | +10.6% |
| YTD | +35.7% | +13.3% | +22.4% | +26.8% |
| 1Y | +68.1% | +17.9% | +50.2% | +53.8% |
| 3Y | +87.1% | +98.3% | -11.3% | +28.8% |
| All | +46.4% | +85.2% | -38.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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