+130.5%
VTR vs FE
+47.1%
+83.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +10.9% | +5.2% | +5.7% | +8.1% |
| 3M | -3.2% | 0.0% | -3.2% | -3.3% |
| 6M | +3.7% | +5.0% | -1.4% | +1.1% |
| YTD | +16.8% | +7.9% | +8.9% | +12.3% |
| 1Y | +21.3% | +6.3% | +15.0% | +17.4% |
| All | +130.5% | +47.1% | +83.4% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling