+101.7%
FICO vs VTR
+86.5%
+15.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -15.9% |
| 7D | -19.2% | -1.7% | -17.5% | -18.5% |
| 30D | -14.6% | -2.4% | -12.2% | -13.7% |
| 3M | -20.1% | +14.8% | -34.9% | -23.4% |
| 6M | -36.3% | +5.3% | -41.7% | -37.2% |
| YTD | -44.9% | +18.1% | -63.0% | -47.9% |
| 1Y | -38.6% | +36.7% | -75.3% | -45.2% |
| 3Y | +4.0% | +130.1% | -126.1% | -25.3% |
| All | +101.7% | +86.5% | +15.1% | +42.3% |
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