+46.5%
VTRS vs FFIV
+95.0%
-48.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -3.3% | +1.6% | -4.9% | -3.7% |
| 30D | +1.4% | -3.7% | +5.1% | +2.2% |
| 3M | +4.6% | +2.0% | +2.7% | +3.4% |
| 6M | +18.1% | +39.3% | -21.2% | +6.4% |
| YTD | +34.7% | +56.1% | -21.4% | +16.9% |
| 1Y | +65.6% | +22.0% | +43.7% | +53.9% |
| 3Y | +83.8% | +148.2% | -64.4% | +32.6% |
| 5Y | +46.5% | +96.3% | -49.9% | +8.4% |
| All | +46.5% | +95.0% | -48.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling