+46.5%
VTRS vs TAP
-2.6%
+49.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.3% | -5.3% | +1.9% | -1.6% |
| 30D | +1.4% | -7.4% | +8.7% | +3.8% |
| 3M | +4.6% | -4.9% | +9.6% | +5.9% |
| 6M | +18.1% | -14.2% | +32.3% | +23.5% |
| YTD | +34.7% | -14.8% | +49.5% | +40.5% |
| 1Y | +65.6% | -18.1% | +83.7% | +75.0% |
| 3Y | +83.8% | -32.7% | +116.5% | +105.5% |
| 5Y | +46.5% | -0.5% | +47.0% | +32.9% |
| All | +46.5% | -2.6% | +49.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling