+84.8%
VTRS vs FIVE
+16.7%
+68.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +4.6% | +2.7% | +1.9% | +4.1% |
| 30D | +19.4% | +12.7% | +6.7% | +17.0% |
| 3M | +30.8% | +2.1% | +28.7% | +30.0% |
| 6M | +21.6% | +17.5% | +4.2% | +17.5% |
| YTD | +71.2% | +31.0% | +40.2% | +61.5% |
| 1Y | +97.6% | +67.7% | +29.9% | +78.4% |
| 3Y | +163.9% | +43.4% | +120.5% | +133.5% |
| All | +84.8% | +16.7% | +68.1% | +61.8% |
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