+220.1%
VTR vs FN
+2,887.5%
-2,667.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -1.4% |
| 7D | +4.7% | 0.0% | +4.7% | +4.3% |
| 30D | +10.9% | -34.3% | +45.2% | +14.6% |
| 3M | -3.2% | -39.9% | +36.6% | +0.4% |
| 6M | +3.7% | -51.8% | +55.5% | +8.9% |
| YTD | +16.8% | -28.1% | +45.0% | +16.0% |
| 1Y | +21.3% | -29.1% | +50.4% | +20.2% |
| 3Y | +119.0% | +102.4% | +16.6% | +82.7% |
| 5Y | +94.0% | +171.7% | -77.7% | +52.5% |
| 10Y | +112.3% | +773.5% | -661.2% | +44.5% |
| All | +220.1% | +2,887.5% | -2,667.3% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling