-80.3%
FIG vs VTR
+40.0%
-120.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.9% |
| 7D | -16.4% | -2.4% | -14.0% | -17.3% |
| 30D | -2.3% | -3.7% | +1.4% | -4.2% |
| 3M | +7.8% | +13.5% | -5.7% | +22.3% |
| 6M | -21.8% | +7.2% | -29.0% | -16.4% |
| YTD | -39.1% | +17.6% | -56.7% | -26.2% |
| 1Y | -56.6% | +35.4% | -92.0% | -35.0% |
| All | -80.3% | +40.0% | -120.3% | -68.6% |
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