+46.4%
VTRS vs FLR
+238.1%
-191.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.7% |
| 30D | +3.3% | +4.2% | -0.9% | +2.6% |
| 3M | +2.0% | +8.1% | -6.1% | +0.2% |
| 6M | +19.9% | +21.5% | -1.6% | +14.8% |
| YTD | +35.7% | +36.8% | -1.0% | +27.3% |
| 1Y | +68.1% | +31.2% | +36.9% | +58.0% |
| 3Y | +87.1% | +53.9% | +33.2% | +61.0% |
| All | +46.4% | +238.1% | -191.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling