+90.3%
VTR vs FTV
-3.0%
+93.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.9% |
| 7D | -1.8% | -5.2% | +3.4% | -0.3% |
| 30D | +4.0% | -11.5% | +15.5% | +7.8% |
| 3M | +7.8% | -9.0% | +16.9% | +10.6% |
| 6M | +6.4% | -2.0% | +8.4% | +6.2% |
| YTD | +18.3% | -0.9% | +19.3% | +16.9% |
| 1Y | +33.9% | +14.8% | +19.1% | +25.2% |
| 3Y | +134.3% | -5.5% | +139.8% | +130.7% |
| 5Y | +90.3% | -1.9% | +92.1% | +78.7% |
| All | +90.3% | -3.0% | +93.2% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling