+36.7%
VTR vs FN
+17.1%
+19.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -1.9% |
| 7D | -1.7% | -1.7% | 0.0% | -1.7% |
| 30D | -2.4% | -22.0% | +19.5% | -2.7% |
| 3M | +14.8% | -43.0% | +57.8% | +14.8% |
| 6M | +5.3% | -27.7% | +33.1% | +4.5% |
| YTD | +18.1% | -10.5% | +28.6% | +16.5% |
| 1Y | +36.7% | +12.5% | +24.2% | +35.4% |
| All | +36.7% | +17.1% | +19.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling