+113.9%
VTRS vs FE
+561.4%
-447.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.3% | +1.9% | +1.4% | +2.7% |
| 30D | -3.6% | -1.2% | -2.5% | -3.3% |
| 3M | +7.0% | +3.5% | +3.5% | +5.7% |
| 6M | +17.5% | -6.1% | +23.5% | +19.6% |
| YTD | +38.8% | +7.6% | +31.2% | +35.1% |
| 1Y | +69.2% | +11.9% | +57.3% | +62.5% |
| 3Y | +77.5% | +48.4% | +29.0% | +55.4% |
| 5Y | +39.9% | +44.8% | -4.9% | +22.3% |
| 10Y | -47.1% | +115.9% | -163.0% | -61.3% |
| All | +113.9% | +561.4% | -447.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling