+36.7%
VTR vs FLR
+31.2%
+5.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -2.1% |
| 7D | -1.7% | +5.4% | -7.1% | -1.4% |
| 30D | -2.4% | +11.4% | -13.8% | -1.7% |
| 3M | +14.8% | +11.4% | +3.4% | +16.0% |
| 6M | +5.3% | +16.6% | -11.3% | +6.4% |
| YTD | +18.1% | +41.7% | -23.6% | +20.7% |
| 1Y | +36.7% | +35.4% | +1.3% | +38.2% |
| All | +36.7% | +31.2% | +5.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling