+1,481.1%
VTR vs FDS
+8,359.6%
-6,878.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -2.4% | +9.0% | -11.5% | -5.0% |
| 3M | +14.8% | +18.9% | -4.1% | +8.4% |
| 6M | +5.3% | +35.1% | -29.8% | -5.5% |
| YTD | +18.1% | +5.5% | +12.6% | +12.8% |
| 1Y | +36.7% | -16.8% | +53.5% | +39.1% |
| 3Y | +130.1% | -28.1% | +158.1% | +142.0% |
| 5Y | +89.5% | -17.4% | +106.9% | +89.0% |
| 10Y | +87.4% | +85.4% | +1.9% | +46.1% |
| All | +1,481.1% | +8,359.6% | -6,878.5% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling