+270.6%
C vs VTR
+132.6%
+138.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +3.6% | -1.7% | +5.3% | +3.9% |
| 30D | +0.1% | -2.4% | +2.5% | +0.4% |
| 3M | +2.4% | +14.8% | -12.4% | -1.0% |
| 6M | +24.9% | +5.3% | +19.6% | +22.9% |
| YTD | +19.8% | +18.1% | +1.7% | +14.5% |
| 1Y | +44.9% | +36.7% | +8.1% | +33.0% |
| All | +270.6% | +132.6% | +138.1% | +180.7% |
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 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