+6,781.2%
CME vs VTR
+1,870.5%
+4,910.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | +6.2% | -2.4% | +8.7% | +7.2% |
| 3M | +10.4% | +14.8% | -4.4% | +4.2% |
| 6M | -9.5% | +5.3% | -14.9% | -11.8% |
| YTD | +6.0% | +18.1% | -12.1% | -1.3% |
| 1Y | +9.3% | +36.7% | -27.4% | -4.2% |
| 3Y | +57.7% | +130.1% | -72.4% | +10.4% |
| 5Y | +77.7% | +89.5% | -11.8% | +29.9% |
| 10Y | +281.2% | +87.4% | +193.9% | +141.0% |
| All | +6,781.2% | +1,870.5% | +4,910.6% | +1,694.3% |
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