-70.8%
VTRS vs TRU
+225.6%
-296.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.3% | -9.4% | +6.1% | -0.2% |
| 30D | +1.4% | -4.1% | +5.5% | +2.5% |
| 3M | +4.6% | +13.6% | -8.9% | -0.4% |
| 6M | +18.1% | +3.6% | +14.5% | +15.4% |
| YTD | +34.7% | -9.8% | +44.5% | +36.5% |
| 1Y | +65.6% | -13.6% | +79.3% | +69.4% |
| 3Y | +83.8% | -2.0% | +85.7% | +71.5% |
| 5Y | +46.5% | -35.8% | +82.3% | +56.8% |
| 10Y | -48.6% | +142.9% | -191.5% | -69.6% |
| All | -70.8% | +225.6% | -296.4% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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