+3,644.4%
FIX vs VTR
+126.9%
+3,517.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -13.9% | +3.8% | -17.7% | -15.1% |
| 30D | -35.5% | +10.1% | -45.7% | -37.9% |
| 3M | -33.9% | -1.2% | -32.8% | -34.1% |
| 6M | -43.3% | +4.8% | -48.1% | -45.2% |
| YTD | +18.7% | +18.9% | -0.2% | +9.6% |
| 1Y | +13.8% | +21.8% | -8.1% | +4.0% |
| 3Y | +495.0% | +132.0% | +363.0% | +317.9% |
| 5Y | +1,049.0% | +94.7% | +954.4% | +748.8% |
| 10Y | +3,644.4% | +136.8% | +3,507.6% | +2,121.4% |
| All | +3,644.4% | +126.9% | +3,517.5% | +2,121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling