-53.0%
VTRS vs USFR
+27.6%
-80.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | +4.6% | +1.0% | +3.7% | +4.7% |
| 6M | +18.1% | +1.9% | +16.1% | +18.1% |
| YTD | +34.7% | +2.7% | +32.0% | +34.7% |
| 1Y | +65.6% | +4.0% | +61.6% | +65.7% |
| 3Y | +83.8% | +14.1% | +69.7% | +83.8% |
| 5Y | +46.5% | +20.5% | +26.0% | +46.4% |
| 10Y | -48.6% | +28.0% | -76.6% | -48.5% |
| All | -53.0% | +27.6% | -80.6% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling