+121.0%
VTR vs FFIV
+118.6%
+2.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +5.5% | -32.4% | +37.9% | +17.3% |
| 3M | -0.9% | -25.7% | +24.8% | +6.4% |
| 6M | -0.4% | -13.5% | +13.1% | +0.9% |
| YTD | +17.0% | +21.1% | -4.1% | +4.1% |
| 1Y | +18.0% | +29.4% | -11.5% | +2.2% |
| 3Y | +127.4% | +94.9% | +32.5% | +56.5% |
| 5Y | +92.3% | +34.7% | +57.5% | +52.0% |
| All | +121.0% | +118.6% | +2.4% | +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