-38.6%
FICO vs VTRS
+66.3%
-104.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | +3.3% | -22.5% | -19.9% |
| 30D | -14.6% | -3.6% | -10.9% | -13.7% |
| 3M | -20.1% | +7.0% | -27.1% | -21.3% |
| 6M | -36.3% | +17.5% | -53.8% | -39.1% |
| YTD | -44.9% | +38.8% | -83.6% | -49.4% |
| 1Y | -38.6% | +69.2% | -107.8% | -45.7% |
| All | -38.6% | +66.3% | -104.9% | -45.7% |
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