+8.6%
FICO vs VTRS
+84.4%
-75.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | -10.6% | -3.5% | -7.1% | -10.0% |
| 30D | -6.3% | +2.1% | -8.5% | -6.7% |
| 3M | -19.7% | +2.6% | -22.4% | -20.1% |
| 6M | -31.8% | +17.8% | -49.5% | -33.6% |
| YTD | -41.8% | +35.7% | -77.5% | -44.8% |
| 1Y | -36.4% | +63.5% | -99.9% | -41.4% |
| All | +8.6% | +84.4% | -75.7% | +0.5% |
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