-51.1%
FIS vs VTR
+22.5%
-73.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.5% | -26.2% | -23.6% |
| 7D | -18.4% | +10.0% | -28.4% | -18.6% |
| 30D | -11.4% | +9.6% | -21.0% | -11.3% |
| 3M | -32.0% | -1.2% | -30.8% | -32.0% |
| 6M | -35.6% | +2.8% | -38.4% | -35.9% |
| YTD | -53.8% | +17.4% | -71.2% | -51.4% |
| 1Y | -51.1% | +22.0% | -73.1% | -46.0% |
| All | -51.1% | +22.5% | -73.5% | -46.0% |
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