+46.4%
VTRS vs FTV
-2.3%
+48.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -2.2% | -4.0% | +1.8% | -0.4% |
| 30D | +3.3% | -11.0% | +14.3% | +8.8% |
| 3M | +2.0% | -8.4% | +10.4% | +5.6% |
| 6M | +19.9% | -2.6% | +22.5% | +20.6% |
| YTD | +35.7% | -0.6% | +36.4% | +34.3% |
| 1Y | +68.1% | +11.0% | +57.1% | +57.6% |
| 3Y | +87.1% | -6.3% | +93.4% | +86.0% |
| All | +46.4% | -2.3% | +48.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling