+26.3%
VTRS vs FN
-40.4%
+66.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.9% |
| 7D | +9.6% | +8.0% | +1.6% | +9.1% |
| 30D | +20.1% | -19.1% | +39.2% | +18.6% |
| 3M | +30.3% | -29.8% | +60.2% | +28.5% |
| 6M | +26.3% | -43.2% | +69.5% | +24.8% |
| All | +26.3% | -40.4% | +66.7% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling