+65.4%
FDX vs VTRS
+40.7%
+24.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -3.9% | -3.3% | -0.6% | -2.9% |
| 30D | -3.3% | +1.4% | -4.7% | -3.8% |
| 3M | -2.0% | +4.6% | -6.6% | -3.7% |
| 6M | +8.0% | +18.1% | -10.0% | +1.8% |
| YTD | +35.0% | +34.7% | +0.3% | +21.5% |
| 1Y | +73.7% | +65.6% | +8.0% | +46.1% |
| 3Y | +61.6% | +83.8% | -22.2% | +27.2% |
| 5Y | +65.4% | +46.5% | +18.9% | +26.9% |
| All | +65.4% | +40.7% | +24.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling