-45.2%
FIX vs VTR
+3.3%
-48.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +10.1% |
| 7D | -7.2% | +3.2% | -10.4% | -4.6% |
| 30D | -35.1% | +9.1% | -44.2% | -30.1% |
| 3M | -34.3% | -3.6% | -30.7% | -35.4% |
| All | -45.2% | +3.3% | -48.5% | -42.2% |
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