+12.7%
FIX vs VTR
+5.6%
+7.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.1% |
| 7D | +6.0% | -1.7% | +7.7% | +5.3% |
| 30D | -7.2% | -2.4% | -4.8% | -8.3% |
| 3M | -15.9% | +14.8% | -30.6% | -17.6% |
| 6M | +12.7% | +5.3% | +7.4% | +20.2% |
| All | +12.7% | +5.6% | +7.2% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling