+32.9%
VTR vs FFIV
+26.0%
+6.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.2% |
| 7D | -0.3% | +5.4% | -5.7% | +0.2% |
| 30D | +1.1% | -2.7% | +3.8% | +0.9% |
| 3M | +7.9% | +4.5% | +3.4% | +8.3% |
| 6M | +6.2% | +42.2% | -36.0% | +8.6% |
| YTD | +17.7% | +61.3% | -43.6% | +21.7% |
| 1Y | +32.9% | +23.0% | +9.8% | +34.8% |
| All | +32.9% | +26.0% | +6.9% | +34.8% |
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