+36.7%
VTR vs FFIV
+25.9%
+10.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.8% |
| 30D | -2.4% | -5.1% | +2.6% | -2.8% |
| 3M | +14.8% | -4.5% | +19.2% | +14.4% |
| 6M | +5.3% | +36.5% | -31.1% | +7.2% |
| YTD | +18.1% | +53.0% | -34.9% | +21.3% |
| 1Y | +36.7% | +24.2% | +12.5% | +38.3% |
| All | +36.7% | +25.9% | +10.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling