-70.8%
FIS vs VTR
+92.3%
-163.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -16.7% | +5.5% | -22.2% | -18.5% |
| 3M | -32.3% | -0.9% | -31.4% | -32.3% |
| 6M | -29.1% | -0.4% | -28.6% | -29.5% |
| YTD | -54.1% | +17.0% | -71.2% | -57.5% |
| 1Y | -53.7% | +18.0% | -71.7% | -57.3% |
| 3Y | -38.8% | +127.4% | -166.2% | -59.3% |
| All | -70.8% | +92.3% | -163.1% | -79.6% |
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