+156.5%
VTRS vs FN
+112.9%
+43.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -9.0% | +2.2% |
| 7D | +9.7% | +16.3% | -6.5% | +8.6% |
| 30D | +16.2% | -24.7% | +40.9% | +17.5% |
| 3M | +25.6% | -34.9% | +60.6% | +27.9% |
| 6M | +21.1% | -41.1% | +62.2% | +23.5% |
| YTD | +68.5% | -19.6% | +88.1% | +65.8% |
| 1Y | +109.6% | -18.5% | +128.2% | +105.4% |
| 3Y | +156.5% | +119.1% | +37.4% | +111.7% |
| All | +156.5% | +112.9% | +43.7% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling