+85.5%
VTR vs FTV
+89.3%
-3.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -3.7% | -8.3% | +4.6% | +0.5% |
| 3M | +13.5% | -7.4% | +20.9% | +17.3% |
| 6M | +7.2% | -1.2% | +8.4% | +6.6% |
| YTD | +17.6% | +2.7% | +14.9% | +13.2% |
| 1Y | +35.4% | +18.4% | +16.9% | +19.9% |
| 3Y | +132.8% | -2.0% | +134.9% | +121.1% |
| 5Y | +88.7% | +3.4% | +85.2% | +69.3% |
| 10Y | +87.6% | +78.5% | +9.1% | +27.5% |
| All | +85.5% | +89.3% | -3.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling