+1,475.1%
ALL vs VTR
+1,485.3%
-10.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +13.3% | +5.5% | +7.9% | +11.6% |
| 3M | +3.2% | -0.9% | +4.1% | +3.4% |
| 6M | +25.3% | -0.4% | +25.8% | +25.2% |
| YTD | +30.5% | +17.0% | +13.4% | +24.2% |
| 1Y | +29.2% | +18.0% | +11.2% | +22.6% |
| 3Y | +119.1% | +127.4% | -8.3% | +71.1% |
| 5Y | +162.6% | +92.3% | +70.4% | +112.0% |
| 10Y | +378.8% | +129.6% | +249.2% | +235.0% |
| All | +1,475.1% | +1,485.3% | -10.2% | +659.7% |
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