+50.6%
AA vs VTR
+33.3%
+17.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.3% |
| 7D | -3.4% | -0.3% | -3.1% | -3.5% |
| 30D | -5.8% | +1.1% | -6.9% | -5.2% |
| 3M | -29.9% | +7.9% | -37.8% | -27.3% |
| 6M | -27.0% | +6.2% | -33.2% | -22.9% |
| YTD | -8.7% | +17.7% | -26.4% | +2.3% |
| 1Y | +50.6% | +32.9% | +17.7% | +82.4% |
| All | +50.6% | +33.3% | +17.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling