+409.6%
BP vs VTR
+1,498.3%
-1,088.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | -5.6% | +6.9% | -12.5% | -7.0% |
| 3M | +8.0% | +1.3% | +6.7% | +7.6% |
| 6M | +5.7% | +2.5% | +3.2% | +4.6% |
| YTD | +36.8% | +18.0% | +18.8% | +31.3% |
| 1Y | +30.7% | +19.5% | +11.3% | +25.0% |
| 3Y | +51.6% | +130.2% | -78.6% | +24.9% |
| 5Y | +112.2% | +93.8% | +18.4% | +79.3% |
| 10Y | +138.6% | +131.5% | +7.2% | +84.0% |
| All | +409.6% | +1,498.3% | -1,088.7% | +227.4% |
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 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