+39.1%
BP vs VTR
+131.3%
-92.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +4.0% | -2.9% | +6.9% | +4.2% |
| 30D | +7.8% | -2.8% | +10.6% | +8.0% |
| 3M | +8.4% | +9.0% | -0.6% | +7.5% |
| 6M | +15.1% | +5.0% | +10.1% | +14.5% |
| YTD | +36.4% | +16.9% | +19.5% | +34.0% |
| 1Y | +40.9% | +34.3% | +6.6% | +35.9% |
| All | +39.1% | +131.3% | -92.2% | +25.4% |
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