+130.8%
VTR vs FLR
+52.3%
+78.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | -1.8% | -6.9% | +5.1% | -1.8% |
| 30D | +4.0% | +1.1% | +2.9% | +4.0% |
| 3M | +7.8% | +14.3% | -6.5% | +7.7% |
| 6M | +6.4% | +19.1% | -12.7% | +5.8% |
| YTD | +18.3% | +35.1% | -16.8% | +17.2% |
| 1Y | +33.9% | +29.5% | +4.5% | +32.5% |
| All | +130.8% | +52.3% | +78.5% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling