+14.4%
FIX vs VTR
+22.5%
-8.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.5% | -17.6% | -14.1% |
| 7D | -18.9% | +10.0% | -28.9% | -15.9% |
| 30D | -36.3% | +9.6% | -45.9% | -34.1% |
| 3M | -38.5% | -1.2% | -37.3% | -37.9% |
| 6M | -42.3% | +2.8% | -45.1% | -41.0% |
| YTD | +17.1% | +17.4% | -0.3% | +13.8% |
| 1Y | +14.4% | +22.0% | -7.6% | +9.1% |
| All | +14.4% | +22.5% | -8.1% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling