+2,417.1%
MSCI vs VTR
+330.3%
+2,086.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | +0.6% | -2.4% | +3.0% | +1.3% |
| 3M | -7.1% | +14.8% | -21.9% | -11.5% |
| 6M | +0.8% | +5.3% | -4.5% | -1.6% |
| YTD | +1.0% | +18.1% | -17.1% | -5.3% |
| 1Y | +4.3% | +36.7% | -32.4% | -7.0% |
| 3Y | +9.9% | +130.1% | -120.1% | -18.7% |
| 5Y | -6.8% | +89.5% | -96.3% | -27.5% |
| 10Y | +614.7% | +87.4% | +527.3% | +387.0% |
| All | +2,417.1% | +330.3% | +2,086.8% | +998.7% |
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