+1,010.0%
DUK vs VTR
+1,502.8%
-492.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -2.2% | +4.0% | -6.3% | -2.9% |
| 3M | -3.7% | +7.8% | -11.5% | -4.9% |
| 6M | -6.3% | +6.4% | -12.7% | -7.4% |
| YTD | +4.5% | +18.3% | -13.8% | +1.6% |
| 1Y | +1.8% | +33.9% | -32.1% | -3.1% |
| 3Y | +46.8% | +134.3% | -87.5% | +27.3% |
| 5Y | +40.2% | +90.3% | -50.0% | +24.7% |
| 10Y | +129.8% | +100.1% | +29.7% | +93.3% |
| All | +1,010.0% | +1,502.8% | -492.8% | +717.2% |
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