+81,361.1%
FICO vs VTRS
+733.2%
+80,627.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -61.3% |
| 1Y | -59.5% | +94.7% | -154.2% | -64.4% |
| 3Y | -26.9% | +159.7% | -186.5% | -40.4% |
| 5Y | +92.9% | +79.7% | +13.2% | +65.7% |
| 10Y | +539.5% | -30.5% | +570.0% | +517.0% |
| All | +81,361.1% | +733.2% | +80,627.9% | +54,384.3% |
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