+8,946.7%
COST vs VTR
+1,484.0%
+7,462.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | -5.3% | -2.8% | -2.5% | -4.9% |
| 3M | -6.7% | +9.0% | -15.7% | -8.0% |
| 6M | -9.9% | +5.0% | -14.9% | -10.8% |
| YTD | +5.1% | +16.9% | -11.8% | +2.4% |
| 1Y | -7.3% | +34.3% | -41.6% | -11.7% |
| 3Y | +70.4% | +131.6% | -61.2% | +48.7% |
| 5Y | +104.4% | +88.0% | +16.4% | +82.4% |
| 10Y | +609.0% | +97.8% | +511.2% | +490.7% |
| All | +8,946.7% | +1,484.0% | +7,462.7% | +5,263.9% |
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