+88.0%
VTR vs FFIV
+100.0%
-12.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.1% |
| 7D | -2.9% | +3.5% | -6.4% | -3.4% |
| 30D | -2.8% | -1.3% | -1.5% | -2.7% |
| 3M | +9.0% | +2.4% | +6.6% | +8.2% |
| 6M | +5.0% | +41.8% | -36.9% | -2.4% |
| YTD | +16.9% | +58.5% | -41.6% | +5.9% |
| 1Y | +34.3% | +24.3% | +10.0% | +27.7% |
| 3Y | +131.6% | +152.0% | -20.5% | +74.7% |
| 5Y | +88.0% | +99.1% | -11.1% | +46.9% |
| All | +88.0% | +100.0% | -12.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling