+911.5%
BE vs VTR
+114.8%
+796.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.5% |
| 7D | +20.0% | -1.7% | +21.7% | +21.0% |
| 30D | +7.9% | -2.4% | +10.4% | +9.3% |
| 3M | -13.2% | +14.8% | -28.0% | -22.3% |
| 6M | +53.5% | +5.3% | +48.1% | +44.8% |
| YTD | +191.0% | +18.1% | +172.9% | +156.2% |
| 1Y | +360.5% | +36.7% | +323.8% | +267.8% |
| 3Y | +1,568.0% | +130.1% | +1,437.9% | +857.2% |
| 5Y | +1,055.2% | +89.5% | +965.7% | +643.9% |
| All | +911.5% | +114.8% | +796.7% | +312.1% |
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