+87.1%
VTRS vs FND
-50.3%
+137.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -2.2% | -5.8% | +3.6% | -0.9% |
| 30D | +3.3% | -20.2% | +23.5% | +8.7% |
| 3M | +2.0% | -12.0% | +13.9% | +4.3% |
| 6M | +19.9% | -18.5% | +38.4% | +24.1% |
| YTD | +35.7% | -22.3% | +58.0% | +41.3% |
| 1Y | +68.1% | -47.6% | +115.7% | +92.5% |
| 3Y | +87.1% | -49.8% | +136.8% | +109.3% |
| All | +87.1% | -50.3% | +137.4% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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