-22.6%
FPS vs VTR
+16.6%
-39.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.5% | -19.8% | -15.2% |
| 7D | -23.3% | +10.0% | -33.4% | -16.8% |
| 30D | -42.4% | +9.6% | -52.1% | -37.7% |
| 3M | -43.0% | -1.2% | -41.8% | -41.5% |
| 6M | -44.5% | +2.8% | -47.3% | -38.9% |
| All | -22.6% | +16.6% | -39.2% | -30.0% |
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