+163.9%
VTRS vs FE
+571.3%
-407.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | +4.6% | +1.2% | +3.3% | +4.2% |
| 30D | +19.4% | +4.5% | +14.8% | +17.7% |
| 3M | +30.8% | +1.3% | +29.4% | +30.1% |
| 6M | +21.6% | +8.7% | +13.0% | +18.3% |
| YTD | +71.2% | +9.2% | +62.0% | +65.8% |
| 1Y | +97.6% | +7.0% | +90.6% | +92.6% |
| 3Y | +163.9% | +51.4% | +112.5% | +130.0% |
| 5Y | +82.1% | +47.7% | +34.4% | +58.2% |
| 10Y | -31.3% | +125.0% | -156.2% | -50.4% |
| All | +163.9% | +571.3% | -407.5% | +37.3% |
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