+7.3%
MSCI vs VTR
+131.6%
-124.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | -1.7% | -3.7% | +2.0% | -1.2% |
| 3M | -8.2% | +13.5% | -21.8% | -10.3% |
| 6M | -2.4% | +7.2% | -9.6% | -4.0% |
| YTD | -2.8% | +17.6% | -20.4% | -6.4% |
| 1Y | -2.7% | +35.4% | -38.0% | -9.6% |
| 3Y | +7.3% | +132.8% | -125.5% | -14.3% |
| All | +7.3% | +131.6% | -124.3% | -14.3% |
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 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