+46.4%
VTRS vs USFR
+20.6%
+25.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.0% |
| 7D | -2.2% | +0.1% | -2.3% | -1.9% |
| 30D | +3.3% | +0.4% | +3.0% | +4.2% |
| 3M | +2.0% | +1.0% | +0.9% | +4.3% |
| 6M | +19.9% | +2.0% | +18.0% | +24.6% |
| YTD | +35.7% | +2.8% | +33.0% | +41.8% |
| 1Y | +68.1% | +4.1% | +64.0% | +77.2% |
| 3Y | +87.1% | +14.1% | +72.9% | +114.5% |
| All | +46.4% | +20.6% | +25.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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