-33.4%
BAX vs VTR
+131.3%
-164.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | -12.2% | -2.8% | -9.4% | -11.7% |
| 3M | +21.8% | +9.0% | +12.8% | +18.4% |
| 6M | +36.3% | +5.0% | +31.4% | +33.5% |
| YTD | +27.8% | +16.9% | +10.9% | +22.5% |
| 1Y | -0.1% | +34.3% | -34.3% | -7.7% |
| All | -33.4% | +131.3% | -164.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling