-50.0%
VTRS vs TAP
-49.9%
-0.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -2.2% | -3.9% | +1.7% | -0.7% |
| 30D | +3.3% | -5.3% | +8.6% | +5.2% |
| 3M | +2.0% | -3.8% | +5.8% | +3.0% |
| 6M | +19.9% | -11.4% | +31.3% | +24.6% |
| YTD | +35.7% | -13.7% | +49.5% | +41.7% |
| 1Y | +68.1% | -17.2% | +85.3% | +78.0% |
| 3Y | +87.1% | -33.1% | +120.1% | +112.0% |
| 5Y | +47.6% | +0.8% | +46.9% | +38.7% |
| All | -50.0% | -49.9% | -0.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling