+148.8%
B vs VTR
+1,485.3%
-1,336.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -3.3% | +5.5% | -8.8% | -3.9% |
| 3M | -7.8% | -0.9% | -6.8% | -7.7% |
| 6M | -15.5% | -0.4% | -15.1% | -15.7% |
| YTD | -12.3% | +17.0% | -29.3% | -13.8% |
| 1Y | +5.4% | +18.0% | -12.6% | +3.4% |
| 3Y | +165.5% | +127.4% | +38.2% | +144.1% |
| 5Y | +107.0% | +92.3% | +14.8% | +92.3% |
| 10Y | +210.6% | +129.6% | +81.0% | +174.6% |
| All | +148.8% | +1,485.3% | -1,336.5% | +100.3% |
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