+36.5%
VTRS vs FGI
-66.2%
+102.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.2% | -0.8% |
| 7D | -3.3% | +22.8% | -26.1% | -3.4% |
| 30D | +1.4% | +85.9% | -84.6% | +0.8% |
| 3M | +4.6% | +32.4% | -27.7% | +4.3% |
| 6M | +18.1% | +106.3% | -88.3% | +16.9% |
| YTD | +34.7% | +48.4% | -13.8% | +33.5% |
| 1Y | +65.6% | +116.4% | -50.7% | +63.8% |
| 3Y | +83.8% | +9.2% | +74.6% | +83.5% |
| All | +36.5% | -66.2% | +102.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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