+142.2%
BP vs VTR
+130.3%
+11.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -5.3% | +5.5% | -10.8% | -7.1% |
| 3M | +9.3% | -0.9% | +10.2% | +9.4% |
| 6M | +7.2% | -0.4% | +7.6% | +6.5% |
| YTD | +38.0% | +17.0% | +21.0% | +29.4% |
| 1Y | +33.2% | +18.0% | +15.2% | +24.4% |
| 3Y | +50.3% | +127.4% | -77.1% | +9.0% |
| 5Y | +114.1% | +92.3% | +21.8% | +61.6% |
| All | +142.2% | +130.3% | +11.9% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling