-26.5%
FIS vs VTR
+131.3%
-157.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -9.1% | -2.9% | -6.2% | -8.4% |
| 30D | -10.4% | -2.8% | -7.6% | -9.9% |
| 3M | -3.7% | +9.0% | -12.7% | -5.9% |
| 6M | -24.8% | +5.0% | -29.7% | -26.0% |
| YTD | -41.6% | +16.9% | -58.5% | -44.4% |
| 1Y | -42.7% | +34.3% | -77.0% | -48.1% |
| All | -26.5% | +131.3% | -157.8% | -47.4% |
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 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