+561.7%
VTRS vs VMC
+3,093.3%
-2,531.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -3.3% | -3.7% | +0.4% | -2.2% |
| 30D | +1.4% | -12.8% | +14.1% | +5.7% |
| 3M | +4.6% | -7.9% | +12.6% | +7.0% |
| 6M | +18.1% | -7.5% | +25.6% | +20.3% |
| YTD | +34.7% | -11.6% | +46.3% | +38.8% |
| 1Y | +65.6% | -14.3% | +79.9% | +72.0% |
| 3Y | +83.8% | +18.5% | +65.3% | +70.5% |
| 5Y | +46.5% | +46.8% | -0.3% | +25.9% |
| 10Y | -48.6% | +153.2% | -201.8% | -64.6% |
| All | +561.7% | +3,093.3% | -2,531.7% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling