+2,464.1%
VTR vs FE
+561.4%
+1,902.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | -2.4% | -1.2% | -1.3% | -1.9% |
| 3M | +14.8% | +3.5% | +11.3% | +13.0% |
| 6M | +5.3% | -6.1% | +11.4% | +8.4% |
| YTD | +18.1% | +7.6% | +10.5% | +14.1% |
| 1Y | +36.7% | +11.9% | +24.8% | +29.6% |
| 3Y | +130.1% | +48.4% | +81.6% | +90.2% |
| 5Y | +89.5% | +44.8% | +44.7% | +57.7% |
| 10Y | +87.4% | +115.9% | -28.5% | +31.3% |
| All | +2,464.1% | +561.4% | +1,902.7% | +1,421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling