+566.5%
VTRS vs VFC
+807.2%
-240.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | -3.5% | -2.3% | -1.1% | -2.9% |
| 30D | +2.1% | -13.4% | +15.5% | +6.0% |
| 3M | +2.6% | -23.7% | +26.3% | +9.2% |
| 6M | +17.8% | -24.5% | +42.2% | +24.9% |
| YTD | +35.7% | -27.8% | +63.5% | +45.2% |
| 1Y | +63.5% | -13.5% | +76.9% | +64.9% |
| 3Y | +85.1% | -27.1% | +112.2% | +75.0% |
| 5Y | +42.5% | -79.0% | +121.5% | +88.6% |
| 10Y | -48.2% | -68.7% | +20.5% | -41.8% |
| All | +566.5% | +807.2% | -240.7% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling