+1,466.8%
VTR vs FDS
+9,220.5%
-7,753.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | +1.5% | -1.3% | -0.2% |
| 30D | +5.5% | +14.8% | -9.4% | +1.3% |
| 3M | -0.9% | +16.3% | -17.2% | -5.8% |
| 6M | -0.4% | +66.2% | -66.6% | -15.6% |
| YTD | +17.0% | +16.2% | +0.8% | +8.1% |
| 1Y | +18.0% | +21.8% | -3.9% | +7.1% |
| 3Y | +127.4% | -23.9% | +151.2% | +134.3% |
| 5Y | +92.3% | -23.1% | +115.4% | +95.5% |
| 10Y | +129.6% | +128.7% | +0.9% | +68.0% |
| All | +1,466.8% | +9,220.5% | -7,753.7% | +527.0% |
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