+121.0%
VTR vs FN
+700.1%
-579.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.1% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +5.5% | -16.5% | +22.0% | +6.7% |
| 3M | -0.9% | -42.1% | +41.2% | +3.7% |
| 6M | -0.4% | -52.9% | +52.5% | +5.6% |
| YTD | +17.0% | -28.0% | +45.0% | +15.3% |
| 1Y | +18.0% | -18.5% | +36.5% | +13.7% |
| 3Y | +127.4% | +93.9% | +33.5% | +77.1% |
| 5Y | +92.3% | +170.5% | -78.2% | +35.0% |
| All | +121.0% | +700.1% | -579.1% | +28.3% |
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