-5.5%
CI vs VTR
+36.9%
-42.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | +4.4% | -2.4% | +6.9% | +4.7% |
| 3M | +0.7% | +14.8% | -14.1% | 0.0% |
| 6M | +0.3% | +5.3% | -5.0% | -1.2% |
| YTD | +3.8% | +18.1% | -14.3% | +8.0% |
| 1Y | -5.5% | +36.7% | -42.2% | +11.0% |
| All | -5.5% | +36.9% | -42.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling