+90.3%
VTR vs FTI
+1,109.5%
-1,019.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | -1.8% | -5.6% | +3.8% | -1.2% |
| 30D | +4.0% | +0.4% | +3.6% | +3.9% |
| 3M | +7.8% | +8.1% | -0.3% | +6.7% |
| 6M | +6.4% | +16.7% | -10.3% | +4.1% |
| YTD | +18.3% | +70.0% | -51.7% | +10.5% |
| 1Y | +33.9% | +85.4% | -51.5% | +23.6% |
| 3Y | +134.3% | +265.9% | -131.6% | +92.5% |
| 5Y | +90.3% | +1,072.7% | -982.5% | +21.4% |
| All | +90.3% | +1,109.5% | -1,019.2% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling