+102.0%
VTR vs FGI
-70.4%
+172.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | -2.4% | +65.4% | -67.8% | -2.3% |
| 3M | +14.8% | +23.5% | -8.7% | +14.9% |
| 6M | +5.3% | +60.5% | -55.2% | +6.0% |
| YTD | +18.1% | +30.0% | -11.9% | +18.7% |
| 1Y | +36.7% | +82.1% | -45.3% | +38.2% |
| 3Y | +130.1% | -4.4% | +134.5% | +133.2% |
| All | +102.0% | -70.4% | +172.4% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling