-50.0%
VTRS vs FDS
+64.8%
-114.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.2% | -14.0% | +11.8% | +1.8% |
| 30D | +3.3% | -6.2% | +9.5% | +4.8% |
| 3M | +2.0% | +10.2% | -8.2% | -1.6% |
| 6M | +19.9% | +27.4% | -7.5% | +9.5% |
| YTD | +35.7% | -9.3% | +45.0% | +36.7% |
| 1Y | +68.1% | -28.6% | +96.7% | +82.4% |
| 3Y | +87.1% | -36.8% | +123.9% | +108.5% |
| 5Y | +47.6% | -28.6% | +76.3% | +54.3% |
| All | -50.0% | +64.8% | -114.8% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling