+602.8%
FICO vs VTR
+85.6%
+517.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -15.4% | -2.4% | -13.0% | -14.5% |
| 30D | -10.4% | -3.7% | -6.6% | -9.0% |
| 3M | -22.7% | +13.5% | -36.2% | -25.8% |
| 6M | -36.8% | +7.2% | -44.0% | -38.2% |
| YTD | -44.8% | +17.6% | -62.4% | -48.0% |
| 1Y | -39.3% | +35.4% | -74.7% | -45.9% |
| 3Y | +3.7% | +132.8% | -129.1% | -25.8% |
| 5Y | +101.7% | +88.7% | +13.1% | +52.9% |
| 10Y | +602.8% | +87.6% | +515.1% | +355.9% |
| All | +602.8% | +85.6% | +517.1% | +355.9% |
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