+96.3%
VTR vs FTV
+80.7%
+15.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -0.3% | -4.0% | +3.6% | +1.7% |
| 30D | +1.1% | -11.0% | +12.1% | +7.1% |
| 3M | +7.9% | -8.4% | +16.3% | +12.2% |
| 6M | +6.2% | -2.6% | +8.7% | +6.2% |
| YTD | +17.7% | -0.6% | +18.3% | +15.1% |
| 1Y | +32.9% | +11.0% | +21.9% | +21.8% |
| 3Y | +129.7% | -6.3% | +136.0% | +123.2% |
| 5Y | +89.3% | -1.5% | +90.9% | +74.3% |
| All | +96.3% | +80.7% | +15.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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