+128.1%
VTR vs FDS
-32.7%
+160.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -2.9% | -8.8% | +5.9% | -2.4% |
| 30D | -2.8% | -1.4% | -1.4% | -2.8% |
| 3M | +9.0% | +13.9% | -4.9% | +8.2% |
| 6M | +5.0% | +27.4% | -22.4% | +3.6% |
| YTD | +16.9% | -2.5% | +19.4% | +19.7% |
| 1Y | +34.3% | -23.8% | +58.1% | +44.3% |
| All | +128.1% | -32.7% | +160.8% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling