+1,469.5%
ALL vs VTR
+1,498.3%
-28.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +12.8% | +6.9% | +5.9% | +10.7% |
| 3M | +4.7% | +1.3% | +3.3% | +4.2% |
| 6M | +24.9% | +2.5% | +22.5% | +23.8% |
| YTD | +30.0% | +18.0% | +12.0% | +23.5% |
| 1Y | +29.9% | +19.5% | +10.5% | +22.9% |
| 3Y | +117.5% | +130.2% | -12.7% | +69.3% |
| 5Y | +161.7% | +93.8% | +67.8% | +110.8% |
| 10Y | +377.1% | +131.5% | +245.6% | +233.0% |
| All | +1,469.5% | +1,498.3% | -28.8% | +655.3% |
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