+101.7%
FICO vs VTRS
+40.7%
+61.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -15.4% | -0.1% | -15.3% | -15.4% |
| 30D | -10.4% | +1.9% | -12.2% | -10.8% |
| 3M | -22.7% | +5.1% | -27.7% | -23.6% |
| 6M | -36.8% | +20.1% | -56.8% | -39.3% |
| YTD | -44.8% | +36.6% | -81.4% | -48.8% |
| 1Y | -39.3% | +64.1% | -103.4% | -46.1% |
| 3Y | +3.7% | +86.4% | -82.6% | -13.6% |
| 5Y | +101.7% | +40.9% | +60.9% | +69.5% |
| All | +101.7% | +40.7% | +61.0% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling