+2,762.0%
MSCI vs VTR
+329.9%
+2,432.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | +16.2% | +6.9% | +9.3% | +13.7% |
| 3M | +16.1% | +1.3% | +14.8% | +15.5% |
| 6M | +12.9% | +2.5% | +10.5% | +11.4% |
| YTD | +14.8% | +18.0% | -3.2% | +7.6% |
| 1Y | +13.8% | +19.5% | -5.7% | +6.2% |
| 3Y | +31.2% | +130.2% | -99.0% | -2.8% |
| 5Y | +5.6% | +93.8% | -88.3% | -18.3% |
| 10Y | +806.4% | +131.5% | +675.0% | +469.8% |
| All | +2,762.0% | +329.9% | +2,432.0% | +1,148.7% |
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