+34.3%
FANG vs VTRS
+90.6%
-56.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -4.7% |
| 7D | -11.3% | +2.4% | -13.7% | -11.1% |
| 30D | -0.7% | +9.1% | -9.7% | +0.4% |
| 3M | -4.2% | +9.4% | -13.6% | -2.9% |
| 6M | -13.5% | +28.3% | -41.8% | -11.7% |
| YTD | +23.7% | +58.0% | -34.3% | +23.6% |
| 1Y | +34.3% | +89.7% | -55.4% | +32.2% |
| All | +34.3% | +90.6% | -56.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling