+73.1%
VTRS vs SPYG
+553.6%
-480.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -3.3% | -1.8% | -1.5% | -2.1% |
| 30D | +1.4% | -1.9% | +3.3% | +2.6% |
| 3M | +4.6% | +5.2% | -0.5% | +0.7% |
| 6M | +18.1% | +15.6% | +2.5% | +6.5% |
| YTD | +34.7% | +12.4% | +22.3% | +23.7% |
| 1Y | +65.6% | +17.5% | +48.2% | +47.5% |
| 3Y | +83.8% | +98.1% | -14.3% | +12.9% |
| 5Y | +46.5% | +84.9% | -38.4% | -7.8% |
| 10Y | -48.6% | +417.7% | -466.3% | -84.2% |
| All | +73.1% | +553.6% | -480.5% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling