+2,481.6%
VTR vs FE
+563.9%
+1,917.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +10.1% | +4.3% | +5.8% | +8.0% |
| 3M | -1.2% | +0.4% | -1.6% | -1.4% |
| 6M | +4.8% | +6.9% | -2.2% | +1.5% |
| YTD | +18.9% | +8.0% | +10.9% | +14.6% |
| 1Y | +21.8% | +4.8% | +17.0% | +19.0% |
| 3Y | +132.0% | +49.0% | +83.0% | +91.6% |
| 5Y | +94.7% | +46.2% | +48.4% | +61.5% |
| 10Y | +136.8% | +120.9% | +16.0% | +64.2% |
| All | +2,481.6% | +563.9% | +1,917.7% | +1,428.4% |
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