-55.8%
FIG vs VTR
+36.9%
-92.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -5.1% |
| 7D | -16.3% | -1.7% | -14.6% | -16.9% |
| 30D | -14.3% | -2.4% | -11.9% | -15.2% |
| 3M | +7.2% | +14.8% | -7.6% | +21.4% |
| 6M | -18.6% | +5.3% | -24.0% | -15.3% |
| YTD | -35.5% | +18.1% | -53.5% | -23.2% |
| 1Y | -55.8% | +36.7% | -92.5% | -39.0% |
| All | -55.8% | +36.9% | -92.7% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling