+3.7%
F vs VTR
+22.5%
-18.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.6% |
| 7D | +6.0% | +10.0% | -4.0% | +5.0% |
| 30D | +4.3% | +9.6% | -5.4% | +3.3% |
| 3M | -10.1% | -1.2% | -8.8% | -10.2% |
| 6M | +12.8% | +2.8% | +10.0% | +13.5% |
| YTD | -0.1% | +17.4% | -17.5% | +4.6% |
| 1Y | +3.7% | +22.0% | -18.3% | +7.4% |
| All | +3.7% | +22.5% | -18.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling