+68.1%
VTRS vs FIGR
-3.1%
+71.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.9% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | +3.3% | +13.7% | -10.3% | +3.1% |
| 3M | +2.0% | +23.9% | -21.9% | +1.6% |
| 6M | +19.9% | -8.4% | +28.4% | +19.8% |
| YTD | +35.7% | -14.6% | +50.4% | +33.8% |
| 1Y | +68.1% | +12.1% | +56.0% | +68.7% |
| All | +68.1% | -3.1% | +71.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling