+83.0%
AA vs VTR
+131.3%
-48.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -1.6% | -2.8% | +1.2% | -1.1% |
| 3M | -29.8% | +9.0% | -38.8% | -32.2% |
| 6M | -16.6% | +5.0% | -21.6% | -18.4% |
| YTD | -4.0% | +16.9% | -21.0% | -10.1% |
| 1Y | +63.5% | +34.3% | +29.2% | +43.0% |
| All | +83.0% | +131.3% | -48.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling