-50.0%
VTRS vs FE
+114.2%
-164.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | +3.3% | -1.9% | +5.2% | +3.9% |
| 3M | +2.0% | -0.2% | +2.2% | +2.0% |
| 6M | +19.9% | -7.1% | +27.0% | +22.4% |
| YTD | +35.7% | +6.1% | +29.6% | +32.9% |
| 1Y | +68.1% | +10.1% | +58.0% | +62.6% |
| 3Y | +87.1% | +46.9% | +40.2% | +66.9% |
| 5Y | +47.6% | +50.0% | -2.4% | +30.0% |
| All | -50.0% | +114.2% | -164.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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