+119.0%
VTR vs FN
+101.0%
+18.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -0.3% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +10.9% | -34.3% | +45.2% | +11.1% |
| 3M | -3.2% | -39.9% | +36.6% | -2.9% |
| 6M | +3.7% | -51.8% | +55.5% | +4.4% |
| YTD | +16.8% | -28.1% | +45.0% | +15.8% |
| 1Y | +21.3% | -29.1% | +50.4% | +20.1% |
| 3Y | +119.0% | +102.4% | +16.6% | +80.1% |
| All | +119.0% | +101.0% | +18.0% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling