+8,590.7%
FIX vs VTR
+1,481.5%
+7,109.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.2% |
| 7D | -7.2% | +3.2% | -10.4% | -8.1% |
| 30D | -35.1% | +9.1% | -44.2% | -36.8% |
| 3M | -34.3% | -3.6% | -30.7% | -34.0% |
| 6M | -42.9% | +3.8% | -46.7% | -44.2% |
| YTD | +19.5% | +17.8% | +1.7% | +13.0% |
| 1Y | +16.8% | +20.5% | -3.8% | +9.8% |
| 3Y | +506.7% | +132.4% | +374.3% | +373.4% |
| 5Y | +1,046.7% | +99.9% | +946.8% | +822.6% |
| 10Y | +3,800.0% | +124.3% | +3,675.7% | +2,761.9% |
| All | +8,590.7% | +1,481.5% | +7,109.2% | +5,241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling