+5,970.7%
LOW vs VTR
+1,492.6%
+4,478.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | -10.1% | -3.7% | -6.4% | -9.3% |
| 3M | -2.9% | +13.5% | -16.4% | -6.1% |
| 6M | -19.4% | +7.2% | -26.6% | -21.1% |
| YTD | -15.4% | +17.6% | -33.0% | -19.2% |
| 1Y | -24.9% | +35.4% | -60.3% | -30.9% |
| 3Y | -7.8% | +132.8% | -140.7% | -26.5% |
| 5Y | +8.4% | +88.7% | -80.3% | -10.0% |
| 10Y | +226.8% | +87.6% | +139.2% | +149.7% |
| All | +5,970.7% | +1,492.6% | +4,478.1% | +2,916.3% |
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