+89.7%
VTRS vs FLR
+2.5%
+87.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | +9.1% | -5.9% | +15.0% | +9.7% |
| 3M | +9.4% | -7.6% | +17.0% | +10.0% |
| 6M | +28.3% | -9.3% | +37.6% | +28.5% |
| YTD | +58.0% | +20.1% | +37.9% | +49.2% |
| 1Y | +89.7% | +3.0% | +86.7% | +86.8% |
| All | +89.7% | +2.5% | +87.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling