+85.4%
VTR vs FN
+899.8%
-814.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.4% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | -2.4% | -22.0% | +19.5% | -0.1% |
| 3M | +14.8% | -43.0% | +57.8% | +21.0% |
| 6M | +5.3% | -27.7% | +33.1% | +6.3% |
| YTD | +18.1% | -10.5% | +28.6% | +14.9% |
| 1Y | +36.7% | +12.5% | +24.2% | +27.5% |
| 3Y | +130.1% | +153.8% | -23.7% | +74.5% |
| 5Y | +89.5% | +288.0% | -198.5% | +26.7% |
| All | +85.4% | +899.8% | -814.3% | +3.9% |
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