-83.2%
FIG vs VTR
+39.4%
-122.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.5% |
| 30D | -9.5% | +5.5% | -14.9% | -7.5% |
| 3M | -26.2% | -0.9% | -25.3% | -26.7% |
| 6M | +2.7% | -0.4% | +3.1% | +2.0% |
| YTD | -48.0% | +17.0% | -65.0% | -37.2% |
| 1Y | -52.0% | +18.0% | -70.0% | -41.4% |
| All | -83.2% | +39.4% | -122.6% | -73.3% |
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 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