-50.0%
VTRS vs VMC
+156.6%
-206.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.2% | -3.8% | +1.6% | -0.9% |
| 30D | +3.3% | -9.7% | +13.0% | +6.9% |
| 3M | +2.0% | -9.6% | +11.6% | +5.2% |
| 6M | +19.9% | -4.8% | +24.8% | +21.2% |
| YTD | +35.7% | -10.9% | +46.6% | +39.7% |
| 1Y | +68.1% | -15.6% | +83.7% | +76.0% |
| 3Y | +87.1% | +19.3% | +67.8% | +71.3% |
| 5Y | +47.6% | +48.0% | -0.4% | +23.7% |
| All | -50.0% | +156.6% | -206.6% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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