+384.5%
ALAB vs VTR
+123.5%
+261.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +3.8% |
| 7D | +9.6% | -2.9% | +12.5% | +8.0% |
| 30D | -5.3% | -2.8% | -2.5% | -6.6% |
| 3M | -12.0% | +9.0% | -21.1% | -8.6% |
| 6M | +145.7% | +5.0% | +140.8% | +154.2% |
| YTD | +80.7% | +16.9% | +63.7% | +91.6% |
| 1Y | +40.1% | +34.3% | +5.8% | +55.1% |
| All | +384.5% | +123.5% | +261.0% | +476.9% |
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 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