+46.4%
VTRS vs VFC
-78.2%
+124.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.2% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | +3.3% | -9.0% | +12.3% | +5.4% |
| 3M | +2.0% | -24.2% | +26.2% | +7.5% |
| 6M | +19.9% | -18.5% | +38.4% | +23.8% |
| YTD | +35.7% | -25.9% | +61.6% | +42.7% |
| 1Y | +68.1% | -13.0% | +81.1% | +69.2% |
| 3Y | +87.1% | -20.3% | +107.4% | +75.4% |
| All | +46.4% | -78.2% | +124.6% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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