-64.8%
FIS vs VTR
+90.0%
-154.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -8.9% | -1.8% | -7.1% | -8.3% |
| 30D | -9.9% | +4.0% | -13.9% | -11.2% |
| 3M | 0.0% | +7.8% | -7.9% | -3.2% |
| 6M | -22.9% | +6.4% | -29.3% | -25.2% |
| YTD | -40.9% | +18.3% | -59.2% | -45.3% |
| 1Y | -40.4% | +33.9% | -74.4% | -47.9% |
| 3Y | -25.4% | +134.3% | -159.7% | -50.6% |
| 5Y | -64.8% | +90.3% | -155.1% | -75.6% |
| All | -64.8% | +90.0% | -154.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling