+3,552.3%
ASX vs VTR
+5,807.5%
-2,255.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +2.0% | -2.4% | +4.4% | +2.6% |
| 3M | -1.3% | +14.8% | -16.1% | -6.1% |
| 6M | +71.4% | +5.3% | +66.1% | +66.9% |
| YTD | +135.3% | +18.1% | +117.2% | +121.9% |
| 1Y | +267.5% | +36.7% | +230.8% | +231.7% |
| 3Y | +388.5% | +130.1% | +258.4% | +275.4% |
| 5Y | +417.1% | +89.5% | +327.6% | +314.4% |
| 10Y | +872.7% | +87.4% | +785.4% | +602.7% |
| All | +3,552.3% | +5,807.5% | -2,255.2% | +1,157.7% |
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