-48.2%
VTRS vs FN
+890.7%
-938.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -3.5% | +5.8% | -9.2% | -4.3% |
| 30D | +2.1% | -20.6% | +22.8% | +5.2% |
| 3M | +2.6% | -28.6% | +31.2% | +6.4% |
| 6M | +17.8% | -20.7% | +38.5% | +17.6% |
| YTD | +35.7% | -8.1% | +43.8% | +30.8% |
| 1Y | +63.5% | +13.3% | +50.2% | +50.3% |
| 3Y | +85.1% | +175.7% | -90.6% | +31.6% |
| 5Y | +42.5% | +297.4% | -254.9% | -11.9% |
| 10Y | -48.2% | +950.9% | -999.1% | -77.0% |
| All | -48.2% | +890.7% | -938.9% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling