+129.2%
VTR vs FN
+111.9%
+17.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.9% |
| 7D | +0.7% | +20.8% | -20.1% | +0.7% |
| 30D | +6.9% | -17.3% | +24.2% | +7.1% |
| 3M | +1.3% | -38.1% | +39.5% | +1.7% |
| 6M | +2.5% | -44.2% | +46.7% | +3.0% |
| YTD | +18.0% | -22.3% | +40.3% | +17.0% |
| 1Y | +19.5% | -20.9% | +40.4% | +18.2% |
| All | +129.2% | +111.9% | +17.4% | +86.9% |
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 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