+96.3%
VTR vs FTI
+305.3%
-208.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.3% | -4.4% | +4.1% | +0.8% |
| 30D | +1.1% | +1.5% | -0.4% | +0.6% |
| 3M | +7.9% | +8.2% | -0.3% | +5.3% |
| 6M | +6.2% | +18.8% | -12.7% | +0.5% |
| YTD | +17.7% | +71.7% | -54.0% | +0.7% |
| 1Y | +32.9% | +90.0% | -57.2% | +10.2% |
| 3Y | +129.7% | +270.5% | -140.8% | +50.5% |
| 5Y | +89.3% | +1,084.5% | -995.2% | -20.8% |
| All | +96.3% | +305.3% | -208.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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