+291.3%
IR vs VTR
+103.8%
+187.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.9% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -15.1% | -2.4% | -12.7% | -14.5% |
| 3M | +6.1% | +14.8% | -8.7% | +0.7% |
| 6M | -16.8% | +5.3% | -22.2% | -18.8% |
| YTD | -3.5% | +18.1% | -21.6% | -9.6% |
| 1Y | -3.5% | +36.7% | -40.2% | -14.2% |
| 3Y | +9.5% | +130.1% | -120.6% | -20.5% |
| 5Y | +45.1% | +89.5% | -44.4% | +11.3% |
| All | +291.3% | +103.8% | +187.5% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling