-30.5%
VTRS vs FN
+850.1%
-880.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.1% |
| 7D | +9.6% | +8.0% | +1.6% | +8.0% |
| 30D | +20.1% | -19.1% | +39.2% | +22.8% |
| 3M | +30.3% | -29.8% | +60.2% | +35.1% |
| 6M | +26.3% | -43.2% | +69.5% | +33.3% |
| YTD | +73.1% | -18.9% | +92.1% | +68.1% |
| 1Y | +94.7% | -17.9% | +112.6% | +87.5% |
| 3Y | +159.7% | +120.1% | +39.5% | +90.4% |
| 5Y | +79.7% | +206.7% | -127.0% | +16.1% |
| 10Y | -30.5% | +804.7% | -835.1% | -66.9% |
| All | -30.5% | +850.1% | -880.6% | -66.9% |
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