+96.2%
AGG vs VTR
+1,205.6%
-1,109.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -1.9% | +7.9% | -9.8% | -2.0% |
| 6M | -1.7% | +6.2% | -7.9% | -1.8% |
| YTD | -1.3% | +17.7% | -19.0% | -1.5% |
| 1Y | -0.7% | +32.9% | -33.6% | -1.2% |
| 3Y | +12.5% | +129.7% | -117.2% | +11.2% |
| 5Y | -2.5% | +89.3% | -91.8% | -3.5% |
| 10Y | +14.2% | +99.1% | -84.9% | +11.6% |
| All | +96.2% | +1,205.6% | -1,109.4% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling