+538.9%
FICO vs VTR
+132.2%
+406.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -0.8% | +6.9% | -7.7% | -3.4% |
| 3M | -31.3% | +1.3% | -32.6% | -31.7% |
| 6M | -33.9% | +2.5% | -36.4% | -34.5% |
| YTD | -57.6% | +18.0% | -75.6% | -60.1% |
| 1Y | -59.7% | +19.5% | -79.1% | -62.3% |
| 3Y | -28.0% | +130.2% | -158.2% | -48.2% |
| 5Y | +91.0% | +93.8% | -2.9% | +43.6% |
| All | +538.9% | +132.2% | +406.7% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling