+47.6%
F vs VTR
+132.6%
-84.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.0% |
| 7D | +5.3% | -1.7% | +7.0% | +5.8% |
| 30D | +4.6% | -2.4% | +7.0% | +5.1% |
| 3M | -3.7% | +14.8% | -18.5% | -7.8% |
| 6M | +16.8% | +5.3% | +11.5% | +14.8% |
| YTD | +15.3% | +18.1% | -2.8% | +9.6% |
| 1Y | +31.0% | +36.7% | -5.7% | +18.3% |
| All | +47.6% | +132.6% | -84.9% | +2.5% |
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