+101.5%
VTR vs FGI
-70.0%
+171.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +3.2% | -1.4% | +4.6% | +3.2% |
| 30D | +9.1% | -3.2% | +12.3% | +9.1% |
| 3M | -3.6% | +64.1% | -67.7% | -3.4% |
| 6M | +3.8% | +17.2% | -13.4% | +3.9% |
| YTD | +17.8% | +31.6% | -13.8% | +18.4% |
| 1Y | +20.5% | +45.1% | -24.5% | +21.3% |
| 3Y | +132.4% | -2.0% | +134.4% | +135.6% |
| All | +101.5% | -70.0% | +171.5% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling