-38.8%
FIS vs VTR
+130.0%
-168.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -16.7% | +5.5% | -22.2% | -17.7% |
| 3M | -32.3% | -0.9% | -31.4% | -32.2% |
| 6M | -29.1% | -0.4% | -28.6% | -29.3% |
| YTD | -54.1% | +17.0% | -71.2% | -56.1% |
| 1Y | -53.7% | +18.0% | -71.7% | -55.9% |
| 3Y | -38.8% | +127.4% | -166.2% | -55.3% |
| All | -38.8% | +130.0% | -168.9% | -55.3% |
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