+87.1%
VTRS vs URA
+101.1%
-14.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | -2.2% | -5.5% | +3.3% | -1.8% |
| 30D | +3.3% | -3.7% | +7.0% | +3.6% |
| 3M | +2.0% | -2.9% | +4.9% | +2.1% |
| 6M | +19.9% | -15.2% | +35.2% | +20.8% |
| YTD | +35.7% | +1.9% | +33.9% | +34.5% |
| 1Y | +68.1% | +6.9% | +61.2% | +64.4% |
| 3Y | +87.1% | +99.6% | -12.5% | +65.3% |
| All | +87.1% | +101.1% | -14.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling