+7.2%
BP vs VTR
+1.5%
+5.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.8% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -5.3% | +5.5% | -10.8% | -5.0% |
| 3M | +9.3% | -0.9% | +10.2% | +8.6% |
| 6M | +7.2% | -0.4% | +7.6% | +5.7% |
| All | +7.2% | +1.5% | +5.7% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling