-28.0%
FICO vs VTRS
+161.6%
-189.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.4% |
| 7D | +4.0% | +9.6% | -5.6% | +2.2% |
| 30D | -1.5% | +20.1% | -21.6% | -4.9% |
| 3M | -29.8% | +30.3% | -60.1% | -33.3% |
| 6M | -33.3% | +26.3% | -59.6% | -36.3% |
| YTD | -56.9% | +73.1% | -130.0% | -61.0% |
| 1Y | -59.5% | +94.7% | -154.2% | -64.0% |
| All | -28.0% | +161.6% | -189.6% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling