-22.6%
FPS vs VTRS
+37.9%
-60.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.6% | -18.9% | -17.8% |
| 7D | -23.3% | +2.4% | -25.7% | -23.9% |
| 30D | -42.4% | +9.1% | -51.5% | -43.8% |
| 3M | -43.0% | +9.4% | -52.4% | -44.7% |
| 6M | -44.5% | +28.3% | -72.8% | -50.2% |
| All | -22.6% | +37.9% | -60.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling