-80.8%
FIG vs VTRS
+91.2%
-172.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -12.2% | -3.3% | -8.9% | -12.0% |
| 30D | -11.0% | +1.4% | -12.3% | -11.0% |
| 3M | +11.9% | +4.6% | +7.2% | +13.2% |
| 6M | -21.9% | +18.1% | -40.0% | -20.8% |
| YTD | -40.8% | +34.7% | -75.4% | -37.1% |
| 1Y | -56.6% | +65.6% | -122.3% | -51.5% |
| All | -80.8% | +91.2% | -172.1% | -69.9% |
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