+42.7%
CI vs VTR
+88.4%
-45.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | +0.5% | -2.8% | +3.3% | +1.0% |
| 3M | -5.2% | +9.0% | -14.2% | -6.8% |
| 6M | +4.3% | +5.0% | -0.6% | +3.2% |
| YTD | +2.8% | +16.9% | -14.1% | -0.2% |
| 1Y | -5.8% | +34.3% | -40.1% | -11.0% |
| 3Y | +4.7% | +131.6% | -126.8% | -11.8% |
| 5Y | +42.7% | +88.0% | -45.3% | +26.8% |
| All | +42.7% | +88.4% | -45.7% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling