+243.1%
BAC vs VTR
+1,498.3%
-1,255.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | -6.4% | +6.9% | -13.3% | -9.1% |
| 3M | -21.7% | +1.3% | -23.0% | -22.3% |
| 6M | +0.5% | +2.5% | -2.0% | -1.4% |
| YTD | -6.7% | +18.0% | -24.7% | -13.9% |
| 1Y | -4.7% | +19.5% | -24.1% | -12.6% |
| 3Y | +96.1% | +130.2% | -34.1% | +34.7% |
| 5Y | +21.7% | +93.8% | -72.1% | -11.9% |
| 10Y | +232.0% | +131.5% | +100.5% | +94.7% |
| All | +243.1% | +1,498.3% | -1,255.3% | +41.0% |
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 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