-42.2%
FIS vs VTR
+33.3%
-75.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -9.0% | -0.3% | -8.6% | -8.9% |
| 30D | -9.0% | +1.1% | -10.1% | -9.0% |
| 3M | -0.5% | +7.9% | -8.4% | 0.0% |
| 6M | -23.1% | +6.2% | -29.3% | -22.7% |
| YTD | -41.5% | +17.7% | -59.2% | -40.8% |
| 1Y | -42.2% | +32.9% | -75.1% | -42.4% |
| All | -42.2% | +33.3% | -75.4% | -42.4% |
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 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