+878.6%
CTRE vs VT
+236.6%
+642.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.9% |
| 7D | +7.1% | -0.3% | +7.4% | +7.3% |
| 30D | +4.8% | -1.4% | +6.3% | +6.1% |
| 3M | -6.1% | -1.4% | -4.7% | -5.1% |
| 6M | -2.0% | +5.5% | -7.4% | -7.3% |
| YTD | +8.2% | +12.8% | -4.6% | -4.2% |
| 1Y | +11.6% | +15.4% | -3.8% | -3.4% |
| 3Y | +99.1% | +76.9% | +22.3% | +11.8% |
| 5Y | +139.9% | +60.4% | +79.5% | +47.1% |
| 10Y | +367.5% | +232.8% | +134.7% | +48.0% |
| All | +878.6% | +236.6% | +642.0% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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