+96.3%
VTR vs FLR
+19.7%
+76.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.3% | -3.5% | +3.2% | +0.4% |
| 30D | +1.1% | +4.2% | -3.1% | +0.2% |
| 3M | +7.9% | +8.1% | -0.2% | +5.3% |
| 6M | +6.2% | +21.5% | -15.4% | 0.0% |
| YTD | +17.7% | +36.8% | -19.0% | +7.7% |
| 1Y | +32.9% | +31.2% | +1.7% | +21.7% |
| 3Y | +129.7% | +53.9% | +75.8% | +90.7% |
| 5Y | +89.3% | +243.0% | -153.7% | +23.9% |
| All | +96.3% | +19.7% | +76.6% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling