+104,095.5%
FICO vs VTRS
+567.8%
+103,527.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | +3.3% | -22.5% | -19.7% |
| 30D | -14.6% | -3.6% | -10.9% | -14.0% |
| 3M | -20.1% | +7.0% | -27.1% | -21.1% |
| 6M | -36.3% | +17.5% | -53.8% | -38.3% |
| YTD | -44.9% | +38.8% | -83.6% | -48.3% |
| 1Y | -38.6% | +69.2% | -107.8% | -44.7% |
| 3Y | +4.0% | +77.5% | -73.5% | -8.9% |
| 5Y | +99.5% | +39.9% | +59.6% | +79.8% |
| 10Y | +604.7% | -47.1% | +651.8% | +614.5% |
| All | +104,095.5% | +567.8% | +103,527.7% | +72,652.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling