+94.4%
VTR vs FFIV
+41.1%
+53.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | +8.2% | -32.4% | +40.7% | +14.0% |
| 3M | +4.6% | -22.7% | +27.3% | +7.7% |
| 6M | +4.3% | -10.7% | +15.0% | +4.3% |
| YTD | +19.0% | +25.4% | -6.4% | +10.6% |
| 1Y | +21.6% | +34.2% | -12.5% | +11.2% |
| 3Y | +132.2% | +101.2% | +31.0% | +78.3% |
| 5Y | +94.4% | +42.0% | +52.4% | +55.2% |
| All | +94.4% | +41.1% | +53.3% | +55.2% |
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