+2,739.7%
MSCI vs VTR
+329.2%
+2,410.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.5% | +3.2% | -1.7% | +0.5% |
| 30D | +14.4% | +9.1% | +5.3% | +11.3% |
| 3M | +15.2% | -3.6% | +18.8% | +16.4% |
| 6M | +11.2% | +3.8% | +7.4% | +9.2% |
| YTD | +13.9% | +17.8% | -3.8% | +6.9% |
| 1Y | +12.5% | +20.5% | -8.0% | +4.7% |
| 3Y | +32.3% | +132.4% | -100.1% | -2.4% |
| 5Y | +4.9% | +99.9% | -95.0% | -19.7% |
| 10Y | +779.7% | +124.3% | +655.4% | +459.4% |
| All | +2,739.7% | +329.2% | +2,410.6% | +1,139.6% |
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 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