+46.5%
VTRS vs FIVE
+30.6%
+15.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.3% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +1.4% | +3.0% | -1.6% | +0.8% |
| 3M | +4.6% | +23.2% | -18.5% | +0.8% |
| 6M | +18.1% | +9.2% | +8.9% | +15.3% |
| YTD | +34.7% | +28.1% | +6.6% | +27.7% |
| 1Y | +65.6% | +65.3% | +0.4% | +49.7% |
| 3Y | +83.8% | +49.4% | +34.4% | +61.1% |
| 5Y | +46.5% | +29.5% | +17.0% | +26.8% |
| All | +46.5% | +30.6% | +15.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling