+87.0%
VTRS vs FIVE
+52.3%
+34.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.3% |
| 7D | -3.5% | +1.7% | -5.1% | -3.7% |
| 30D | +2.1% | +5.0% | -2.9% | +1.4% |
| 3M | +2.6% | +29.5% | -26.9% | -1.3% |
| 6M | +17.8% | +12.4% | +5.3% | +15.0% |
| YTD | +35.7% | +31.2% | +4.5% | +29.3% |
| 1Y | +63.5% | +72.9% | -9.4% | +49.1% |
| All | +87.0% | +52.3% | +34.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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