+46.4%
VTRS vs Z
-64.7%
+111.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.1% |
| 7D | -2.2% | -6.0% | +3.9% | -1.2% |
| 30D | +3.3% | -2.3% | +5.6% | +3.5% |
| 3M | +2.0% | -0.6% | +2.6% | +1.6% |
| 6M | +19.9% | -27.6% | +47.6% | +25.7% |
| YTD | +35.7% | -52.4% | +88.1% | +52.2% |
| 1Y | +68.1% | -63.6% | +131.7% | +97.4% |
| 3Y | +87.1% | -36.4% | +123.5% | +93.6% |
| All | +46.4% | -64.7% | +111.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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