+122.8%
VTR vs FFIV
+124.6%
-1.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.1% |
| 30D | +6.9% | -33.3% | +40.2% | +19.5% |
| 3M | +1.3% | -24.9% | +26.2% | +8.6% |
| 6M | +2.5% | -10.5% | +13.0% | +2.7% |
| YTD | +18.0% | +24.4% | -6.4% | +4.1% |
| 1Y | +19.5% | +32.3% | -12.8% | +2.8% |
| 3Y | +130.2% | +99.7% | +30.5% | +57.4% |
| 5Y | +93.8% | +38.4% | +55.4% | +52.1% |
| All | +122.8% | +124.6% | -1.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling