+414.1%
CARR vs VTR
+583.5%
-169.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.6% |
| 7D | -4.1% | -1.8% | -2.3% | -3.7% |
| 30D | -11.0% | +4.0% | -15.0% | -12.0% |
| 3M | -16.4% | +7.8% | -24.2% | -18.4% |
| 6M | -2.4% | +6.4% | -8.7% | -4.6% |
| YTD | +8.4% | +18.3% | -9.9% | +2.8% |
| 1Y | -8.0% | +33.9% | -41.9% | -16.1% |
| 3Y | +0.6% | +134.3% | -133.7% | -23.8% |
| 5Y | +7.7% | +90.3% | -82.5% | -14.6% |
| All | +414.1% | +583.5% | -169.4% | +246.7% |
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 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