-80.8%
FIG vs VTR
+40.9%
-121.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +1.1% |
| 7D | -12.2% | -1.8% | -10.4% | -13.0% |
| 30D | -11.0% | +4.0% | -15.0% | -9.2% |
| 3M | +11.9% | +7.8% | +4.0% | +20.2% |
| 6M | -21.9% | +6.4% | -28.3% | -17.6% |
| YTD | -40.8% | +18.3% | -59.1% | -28.0% |
| 1Y | -56.6% | +33.9% | -90.6% | -38.3% |
| All | -80.8% | +40.9% | -121.8% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling