+12,471.5%
FIX vs VTR
+1,485.7%
+10,985.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +6.0% | -1.7% | +7.7% | +6.5% |
| 30D | -7.2% | -2.4% | -4.8% | -6.7% |
| 3M | -15.9% | +14.8% | -30.6% | -19.5% |
| 6M | +12.7% | +5.3% | +7.4% | +10.2% |
| YTD | +72.8% | +18.1% | +54.7% | +64.1% |
| 1Y | +122.9% | +36.7% | +86.2% | +103.3% |
| 3Y | +774.3% | +130.1% | +644.2% | +586.0% |
| 5Y | +2,049.5% | +89.5% | +1,960.0% | +1,659.2% |
| 10Y | +5,821.5% | +87.4% | +5,734.1% | +4,437.2% |
| All | +12,471.5% | +1,485.7% | +10,985.8% | +7,656.8% |
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