+101.1%
VTR vs FGI
-69.8%
+170.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -2.4% | +5.2% | -7.5% | -2.4% |
| 30D | -3.7% | +65.2% | -68.9% | -3.6% |
| 3M | +13.5% | +30.2% | -16.6% | +13.7% |
| 6M | +7.2% | +87.8% | -80.6% | +7.9% |
| YTD | +17.6% | +32.5% | -14.9% | +18.2% |
| 1Y | +35.4% | +93.6% | -58.2% | +36.9% |
| 3Y | +132.8% | -2.6% | +135.4% | +136.1% |
| All | +101.1% | -69.8% | +170.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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