+88.0%
VTR vs FDS
-23.5%
+111.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 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