+97.3%
VTR vs FDS
+66.9%
+30.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +3.0% |
| 7D | -1.8% | -16.0% | +14.2% | +3.5% |
| 30D | +4.0% | -6.7% | +10.7% | +5.9% |
| 3M | +7.8% | +6.0% | +1.9% | +4.8% |
| 6M | +6.4% | +25.1% | -18.7% | -3.8% |
| YTD | +18.3% | -8.1% | +26.5% | +18.8% |
| 1Y | +33.9% | -26.0% | +60.0% | +45.4% |
| 3Y | +134.3% | -36.4% | +170.7% | +166.0% |
| 5Y | +90.3% | -27.7% | +118.0% | +98.6% |
| All | +97.3% | +66.9% | +30.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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