+124.3%
VTR vs FN
+837.6%
-713.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.0% | -0.4% |
| 7D | +3.2% | +16.3% | -13.1% | +1.2% |
| 30D | +9.1% | -24.7% | +33.8% | +11.7% |
| 3M | -3.6% | -34.9% | +31.4% | -0.2% |
| 6M | +3.8% | -41.1% | +44.9% | +7.3% |
| YTD | +17.8% | -19.6% | +37.4% | +14.8% |
| 1Y | +20.5% | -18.5% | +39.1% | +16.7% |
| 3Y | +132.4% | +119.1% | +13.3% | +78.5% |
| 5Y | +99.9% | +206.9% | -107.1% | +38.2% |
| 10Y | +124.3% | +826.4% | -702.1% | +26.5% |
| All | +124.3% | +837.6% | -713.3% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling