+76.9%
FICO vs VTR
+95.0%
-18.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +4.7% | -5.6% | -2.8% |
| 30D | +3.3% | +10.9% | -7.5% | -1.0% |
| 3M | -31.7% | -3.2% | -28.5% | -30.9% |
| 6M | -34.0% | +3.7% | -37.6% | -34.6% |
| YTD | -58.3% | +16.8% | -75.1% | -60.6% |
| 1Y | -57.9% | +21.3% | -79.3% | -60.9% |
| 3Y | -24.1% | +119.0% | -143.1% | -45.3% |
| All | +76.9% | +95.0% | -18.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling