+531.6%
FICO vs VTR
+119.4%
+412.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -0.1% | +3.2% | -3.3% | -1.3% |
| 30D | +8.4% | +9.1% | -0.7% | +4.8% |
| 3M | -30.5% | -3.6% | -26.9% | -29.6% |
| 6M | -35.7% | +3.8% | -39.5% | -36.5% |
| YTD | -57.2% | +17.8% | -75.0% | -59.8% |
| 1Y | -58.4% | +20.5% | -78.9% | -61.3% |
| 3Y | -24.8% | +132.4% | -157.2% | -46.0% |
| 5Y | +79.3% | +99.9% | -20.6% | +33.3% |
| 10Y | +531.6% | +124.3% | +407.4% | +272.6% |
| All | +531.6% | +119.4% | +412.2% | +272.6% |
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