+6,317.9%
VTR vs FLR
+587.1%
+5,730.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.3% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -2.8% | +4.9% | -7.7% | -4.2% |
| 3M | +9.0% | +10.8% | -1.8% | +4.6% |
| 6M | +5.0% | +19.7% | -14.7% | -2.6% |
| YTD | +16.9% | +38.4% | -21.4% | +3.9% |
| 1Y | +34.3% | +34.7% | -0.4% | +19.0% |
| 3Y | +131.6% | +56.7% | +74.9% | +82.7% |
| 5Y | +88.0% | +241.6% | -153.6% | +12.2% |
| 10Y | +97.8% | +20.2% | +77.6% | +19.5% |
| All | +6,317.9% | +587.1% | +5,730.7% | +2,415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling