+76.1%
CME vs VTR
+88.4%
-12.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | +4.7% | -2.8% | +7.5% | +5.2% |
| 3M | +7.8% | +9.0% | -1.2% | +5.9% |
| 6M | -11.0% | +5.0% | -15.9% | -12.0% |
| YTD | +4.0% | +16.9% | -12.9% | +0.8% |
| 1Y | +9.1% | +34.3% | -25.2% | +3.2% |
| 3Y | +52.3% | +131.6% | -79.3% | +31.8% |
| 5Y | +76.1% | +88.0% | -11.9% | +51.2% |
| All | +76.1% | +88.4% | -12.3% | +51.2% |
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