+69.2%
VTRS vs FDS
-17.4%
+86.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -0.2% |
| 7D | +3.3% | -1.9% | +5.2% | +3.4% |
| 30D | -3.6% | +9.0% | -12.7% | -4.1% |
| 3M | +7.0% | +18.9% | -11.9% | +5.7% |
| 6M | +17.5% | +35.1% | -17.7% | +15.4% |
| YTD | +38.8% | +5.5% | +33.3% | +39.4% |
| 1Y | +69.2% | -16.8% | +86.0% | +66.6% |
| All | +69.2% | -17.4% | +86.6% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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