-33.3%
FICO vs VTRS
+23.5%
-56.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.5% |
| 7D | +4.0% | +9.6% | -5.6% | +1.7% |
| 30D | -1.5% | +20.1% | -21.6% | -6.5% |
| 3M | -29.8% | +30.3% | -60.1% | -35.0% |
| 6M | -33.3% | +26.3% | -59.6% | -37.8% |
| All | -33.3% | +23.5% | -56.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling