+541.4%
FICO vs VTRS
-30.6%
+572.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.2% | +4.6% | -2.4% | +1.2% |
| 30D | +0.1% | +19.4% | -19.3% | -4.1% |
| 3M | -35.2% | +30.8% | -65.9% | -39.2% |
| 6M | -32.4% | +21.6% | -54.0% | -35.6% |
| YTD | -57.4% | +71.2% | -128.6% | -62.6% |
| 1Y | -58.5% | +97.6% | -156.1% | -64.8% |
| 3Y | -28.9% | +163.9% | -192.7% | -45.2% |
| 5Y | +91.7% | +82.1% | +9.6% | +57.4% |
| All | +541.4% | -30.6% | +572.0% | +488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling