Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VTR vs FDS✓SelectedUSD · FDSVTR vs FDS performance historyLatest closeAs of-0.55%09/09
Stock and ETF performance explorer

VTR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+88.0%
FDS return
-23.5%
Excess return
+111.5%
Maximum drawdown
-41.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.5%-3.4%+2.9%0.0%
7D-2.9%-8.8%+5.9%-1.6%
30D-2.8%-1.4%-1.4%-2.7%
3M+9.0%+13.9%-4.9%+6.5%
6M+5.0%+27.4%-22.4%+0.1%
YTD+16.9%-2.5%+19.4%+18.4%
1Y+34.3%-23.8%+58.1%+45.5%
3Y+131.6%-32.5%+164.1%+156.7%
5Y+88.0%-23.2%+111.2%+100.5%
All+88.0%-23.5%+111.5%+100.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling