+9,347.4%
FICO vs VTR
+1,499.7%
+7,847.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.1% |
| 7D | -19.2% | -1.7% | -17.5% | -18.7% |
| 30D | -14.6% | -2.4% | -12.2% | -13.9% |
| 3M | -20.1% | +14.8% | -34.9% | -23.0% |
| 6M | -36.3% | +5.3% | -41.7% | -37.1% |
| YTD | -44.9% | +18.1% | -63.0% | -47.4% |
| 1Y | -38.6% | +36.7% | -75.3% | -44.0% |
| 3Y | +4.0% | +130.1% | -126.1% | -19.2% |
| 5Y | +99.5% | +89.5% | +10.0% | +61.9% |
| 10Y | +604.7% | +87.4% | +517.3% | +425.3% |
| All | +9,347.4% | +1,499.7% | +7,847.7% | +4,742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling