+129.7%
VTR vs FTI
+267.9%
-138.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.3% | -4.4% | +4.1% | 0.0% |
| 30D | +1.1% | +1.5% | -0.4% | +1.0% |
| 3M | +7.9% | +8.2% | -0.3% | +7.2% |
| 6M | +6.2% | +18.8% | -12.7% | +4.7% |
| YTD | +17.7% | +71.7% | -54.0% | +13.2% |
| 1Y | +32.9% | +90.0% | -57.2% | +26.7% |
| 3Y | +129.7% | +270.5% | -140.8% | +97.4% |
| All | +129.7% | +267.9% | -138.2% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling