+93.8%
VTR vs FDS
-23.2%
+117.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +6.9% | +14.1% | -7.1% | +4.9% |
| 3M | +1.3% | +19.8% | -18.4% | -1.6% |
| 6M | +2.5% | +55.0% | -52.5% | -4.9% |
| YTD | +18.0% | +15.9% | +2.1% | +16.5% |
| 1Y | +19.5% | +24.2% | -4.7% | +15.2% |
| 3Y | +130.2% | -24.0% | +154.2% | +155.0% |
| 5Y | +93.8% | -23.3% | +117.2% | +104.1% |
| All | +93.8% | -23.2% | +117.1% | +104.1% |
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 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