+128.1%
FIX vs VTR
+34.7%
+93.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.1% |
| 7D | +3.5% | -2.9% | +6.4% | +2.8% |
| 30D | -3.5% | -2.8% | -0.7% | -4.2% |
| 3M | -11.8% | +9.0% | -20.8% | -13.1% |
| 6M | +17.8% | +5.0% | +12.8% | +17.5% |
| YTD | +73.3% | +16.9% | +56.4% | +72.6% |
| 1Y | +128.1% | +34.3% | +93.8% | +128.6% |
| All | +128.1% | +34.7% | +93.4% | +128.6% |
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 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