-67.1%
BAX vs VTR
+88.4%
-155.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -12.2% | -2.8% | -9.4% | -11.6% |
| 3M | +21.8% | +9.0% | +12.8% | +18.3% |
| 6M | +36.3% | +5.0% | +31.4% | +33.6% |
| YTD | +27.8% | +16.9% | +10.9% | +21.8% |
| 1Y | -0.1% | +34.3% | -34.3% | -8.7% |
| 3Y | -33.3% | +131.6% | -164.9% | -48.2% |
| 5Y | -67.1% | +88.0% | -155.1% | -74.0% |
| All | -67.1% | +88.4% | -155.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling