+88.7%
VTR vs FE
+48.2%
+40.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -3.7% | -2.1% | -1.6% | -2.6% |
| 3M | +13.5% | +2.6% | +10.9% | +11.8% |
| 6M | +7.2% | -6.8% | +14.0% | +11.3% |
| YTD | +17.6% | +6.9% | +10.7% | +13.1% |
| 1Y | +35.4% | +11.6% | +23.8% | +27.0% |
| 3Y | +132.8% | +47.7% | +85.1% | +82.8% |
| 5Y | +88.7% | +46.2% | +42.5% | +46.8% |
| All | +88.7% | +48.2% | +40.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling