+136.8%
VTR vs FN
+772.0%
-635.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.4% |
| 7D | +3.8% | -4.1% | +7.9% | +3.9% |
| 30D | +10.1% | -28.3% | +38.4% | +13.2% |
| 3M | -1.2% | -33.9% | +32.7% | +2.0% |
| 6M | +4.8% | -43.9% | +48.7% | +8.8% |
| YTD | +18.9% | -23.4% | +42.3% | +16.5% |
| 1Y | +21.8% | -25.4% | +47.3% | +19.2% |
| 3Y | +132.0% | +107.9% | +24.1% | +79.2% |
| 5Y | +94.7% | +195.1% | -100.4% | +35.0% |
| 10Y | +136.8% | +794.1% | -657.3% | +34.3% |
| All | +136.8% | +772.0% | -635.1% | +34.3% |
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