-79.9%
FIG vs VTRS
+92.7%
-172.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | -2.3% | +3.3% | -5.6% | -2.4% |
| 3M | +20.0% | +2.0% | +18.0% | +21.0% |
| 6M | -16.7% | +19.9% | -36.6% | -15.5% |
| YTD | -37.9% | +35.7% | -73.7% | -34.1% |
| 1Y | -58.5% | +68.1% | -126.6% | -53.3% |
| All | -79.9% | +92.7% | -172.7% | -68.5% |
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