+162.7%
B vs VTR
+1,510.6%
-1,347.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.1% | -6.2% |
| 7D | +7.1% | +3.8% | +3.3% | +6.7% |
| 30D | -3.3% | +10.1% | -13.5% | -4.3% |
| 3M | -2.5% | -1.2% | -1.4% | -2.5% |
| 6M | -7.2% | +4.8% | -12.0% | -7.8% |
| YTD | -7.4% | +18.9% | -26.3% | -9.2% |
| 1Y | +16.4% | +21.8% | -5.4% | +13.9% |
| 3Y | +178.7% | +132.0% | +46.7% | +155.7% |
| 5Y | +121.7% | +94.7% | +27.0% | +105.7% |
| 10Y | +208.6% | +136.8% | +71.8% | +172.0% |
| All | +162.7% | +1,510.6% | -1,347.9% | +111.2% |
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