+87.1%
VTRS vs SFM
+82.1%
+5.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -2.2% | -10.6% | +8.4% | -1.8% |
| 30D | +3.3% | -15.5% | +18.8% | +3.9% |
| 3M | +2.0% | -17.4% | +19.4% | +2.5% |
| 6M | +19.9% | -3.4% | +23.4% | +20.0% |
| YTD | +35.7% | -8.7% | +44.4% | +36.2% |
| 1Y | +68.1% | -47.2% | +115.3% | +74.9% |
| 3Y | +87.1% | +82.7% | +4.4% | +64.1% |
| All | +87.1% | +82.1% | +5.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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