+37.3%
IR vs VTR
+88.4%
-51.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -15.0% | -2.8% | -12.2% | -14.4% |
| 3M | -0.4% | +9.0% | -9.4% | -3.6% |
| 6M | -15.0% | +5.0% | -20.0% | -16.9% |
| YTD | -7.1% | +16.9% | -24.0% | -12.4% |
| 1Y | -7.5% | +34.3% | -41.8% | -17.2% |
| 3Y | +6.3% | +131.6% | -125.3% | -25.2% |
| 5Y | +37.3% | +88.0% | -50.7% | +0.6% |
| All | +37.3% | +88.4% | -51.1% | +0.6% |
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