+90.9%
APA vs VTR
+92.3%
-1.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | +8.5% | +0.2% | +8.3% | +8.5% |
| 30D | +2.8% | +5.5% | -2.7% | +1.3% |
| 3M | +21.7% | -0.9% | +22.6% | +21.8% |
| 6M | +32.6% | -0.4% | +33.0% | +32.1% |
| YTD | +103.7% | +17.0% | +86.7% | +92.9% |
| 1Y | +101.8% | +18.0% | +83.8% | +90.5% |
| 3Y | +48.1% | +127.4% | -79.3% | +6.9% |
| All | +90.9% | +92.3% | -1.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling