+43.5%
F vs VTR
+121.5%
-78.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | +4.7% | -3.1% | +0.4% |
| 30D | +2.6% | +10.9% | -8.2% | 0.0% |
| 3M | -8.8% | -3.2% | -5.6% | -8.2% |
| 6M | +4.6% | +3.7% | +0.9% | +3.3% |
| YTD | -1.9% | +16.8% | -18.7% | -6.5% |
| 1Y | -0.8% | +21.3% | -22.1% | -6.6% |
| 3Y | +43.5% | +119.0% | -75.6% | -3.9% |
| All | +43.5% | +121.5% | -78.0% | -3.9% |
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