+7,715.0%
CME vs VTR
+1,852.8%
+5,862.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +3.9% | +0.2% | +3.8% | +3.9% |
| 30D | +11.3% | +5.5% | +5.9% | +9.0% |
| 3M | +19.6% | -0.9% | +20.5% | +19.8% |
| 6M | +8.1% | -0.4% | +8.5% | +7.7% |
| YTD | +20.4% | +17.0% | +3.4% | +12.4% |
| 1Y | +16.5% | +18.0% | -1.5% | +8.3% |
| 3Y | +66.4% | +127.4% | -60.9% | +17.4% |
| 5Y | +74.5% | +92.3% | -17.8% | +27.1% |
| 10Y | +308.5% | +129.6% | +178.9% | +135.5% |
| All | +7,715.0% | +1,852.8% | +5,862.3% | +1,942.2% |
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 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