+90.1%
VTRS vs FLR
+571.1%
-481.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -3.3% | -6.9% | +3.6% | -1.8% |
| 30D | +1.4% | +1.1% | +0.2% | +1.0% |
| 3M | +4.6% | +14.3% | -9.7% | +0.5% |
| 6M | +18.1% | +19.1% | -1.0% | +11.4% |
| YTD | +34.7% | +35.1% | -0.5% | +23.0% |
| 1Y | +65.6% | +29.5% | +36.2% | +51.9% |
| 3Y | +83.8% | +53.0% | +30.8% | +53.8% |
| 5Y | +46.5% | +238.9% | -192.4% | -2.7% |
| 10Y | -48.6% | +17.4% | -66.0% | -62.7% |
| All | +90.1% | +571.1% | -481.0% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling