+629.5%
FICO vs VTRS
-48.8%
+678.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -14.1% | -3.3% | -10.8% | -13.5% |
| 30D | -7.5% | +1.4% | -8.8% | -7.8% |
| 3M | -21.3% | +4.6% | -25.9% | -22.1% |
| 6M | -25.2% | +18.1% | -43.3% | -28.1% |
| YTD | -43.2% | +34.7% | -77.8% | -47.1% |
| 1Y | -37.2% | +65.6% | -102.9% | -44.4% |
| 3Y | +6.8% | +83.8% | -77.0% | -10.0% |
| 5Y | +112.8% | +46.5% | +66.4% | +84.4% |
| All | +629.5% | -48.8% | +678.3% | +605.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling