-56.4%
FICO vs VTR
+22.5%
-78.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -4.5% |
| 7D | +0.4% | +10.0% | -9.6% | -4.7% |
| 30D | +1.7% | +9.6% | -8.0% | -3.5% |
| 3M | -33.0% | -1.2% | -31.8% | -32.6% |
| 6M | -33.9% | +2.8% | -36.7% | -32.4% |
| YTD | -58.5% | +17.4% | -75.9% | -57.6% |
| 1Y | -56.4% | +22.0% | -78.3% | -55.8% |
| All | -56.4% | +22.5% | -78.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling