+17.9%
VTRS vs FN
+3,620.5%
-3,602.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | -3.6% | -22.0% | +18.3% | -0.6% |
| 3M | +7.0% | -43.0% | +50.0% | +14.7% |
| 6M | +17.5% | -27.7% | +45.2% | +19.3% |
| YTD | +38.8% | -10.5% | +49.3% | +35.0% |
| 1Y | +69.2% | +12.5% | +56.7% | +57.1% |
| 3Y | +77.5% | +153.8% | -76.3% | +34.4% |
| 5Y | +39.9% | +288.0% | -248.1% | -5.6% |
| 10Y | -47.1% | +906.4% | -953.5% | -71.1% |
| All | +17.9% | +3,620.5% | -3,602.7% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling