+376.5%
FIS vs VTR
+2,677.8%
-2,301.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | -2.2% | -2.4% | +0.2% | -1.6% |
| 3M | +2.1% | +14.8% | -12.6% | -2.5% |
| 6M | -14.7% | +5.3% | -20.0% | -16.6% |
| YTD | -35.7% | +18.1% | -53.8% | -39.5% |
| 1Y | -37.1% | +36.7% | -73.8% | -43.6% |
| 3Y | -20.0% | +130.1% | -150.1% | -40.0% |
| 5Y | -62.1% | +89.5% | -151.6% | -70.1% |
| 10Y | -37.4% | +87.4% | -124.8% | -55.1% |
| All | +376.5% | +2,677.8% | -2,301.3% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling