+0.7%
FPS vs VTR
+17.5%
-16.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -5.2% |
| 7D | -4.6% | -1.8% | -2.8% | -5.4% |
| 30D | -22.6% | +4.0% | -26.6% | -20.9% |
| 3M | -45.1% | +7.8% | -53.0% | -45.0% |
| 6M | -17.8% | +6.4% | -24.2% | -12.7% |
| All | +0.7% | +17.5% | -16.8% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling