-34.4%
DOW vs VTR
+134.0%
-168.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -4.1% | +4.0% | -8.1% | -4.5% |
| 3M | -12.4% | +7.8% | -20.3% | -13.4% |
| 6M | -10.6% | +6.4% | -17.0% | -11.5% |
| YTD | +31.1% | +18.3% | +12.8% | +27.2% |
| 1Y | +30.5% | +33.9% | -3.4% | +22.5% |
| All | -34.4% | +134.0% | -168.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling