+99.7%
VTRS vs FFIV
+7,502.3%
-7,402.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.1% | -1.5% | +1.4% | 0.0% |
| 30D | +1.9% | -2.7% | +4.5% | +2.1% |
| 3M | +5.1% | -1.7% | +6.7% | +5.0% |
| 6M | +20.1% | +36.1% | -16.1% | +16.0% |
| YTD | +36.6% | +52.6% | -16.1% | +30.3% |
| 1Y | +64.1% | +21.5% | +42.6% | +59.9% |
| 3Y | +86.4% | +142.7% | -56.3% | +69.0% |
| 5Y | +40.9% | +92.6% | -51.7% | +30.0% |
| 10Y | -48.7% | +225.5% | -274.2% | -55.0% |
| All | +99.7% | +7,502.3% | -7,402.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling