-32.2%
VTRS vs FN
+700.1%
-732.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.3% |
| 30D | +19.4% | -16.5% | +35.9% | +21.5% |
| 3M | +30.8% | -42.1% | +72.9% | +39.5% |
| 6M | +21.6% | -52.9% | +74.5% | +32.2% |
| YTD | +71.2% | -28.0% | +99.1% | +69.0% |
| 1Y | +97.6% | -18.5% | +116.1% | +89.8% |
| 3Y | +163.9% | +93.9% | +70.0% | +97.2% |
| 5Y | +82.1% | +170.5% | -88.4% | +19.9% |
| All | -32.2% | +700.1% | -732.3% | -67.1% |
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