+46.5%
F vs VTR
+91.4%
-44.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +1.2% | -2.4% | +3.5% | +2.2% |
| 30D | +1.2% | -3.7% | +5.0% | +2.8% |
| 3M | -5.7% | +13.5% | -19.2% | -11.7% |
| 6M | +17.9% | +7.2% | +10.7% | +13.2% |
| YTD | +10.4% | +17.6% | -7.2% | +1.2% |
| 1Y | +25.3% | +35.4% | -10.0% | +6.5% |
| 3Y | +37.5% | +132.8% | -95.4% | -17.0% |
| 5Y | +46.5% | +88.7% | -42.1% | -0.1% |
| All | +46.5% | +91.4% | -44.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling