+116.8%
NDAQ vs VTR
+130.0%
-13.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +18.0% | +5.5% | +12.5% | +16.5% |
| 3M | +11.5% | -0.9% | +12.4% | +11.7% |
| 6M | +21.1% | -0.4% | +21.5% | +20.7% |
| YTD | +12.8% | +17.0% | -4.2% | +7.7% |
| 1Y | +25.7% | +18.0% | +7.7% | +19.6% |
| 3Y | +116.8% | +127.4% | -10.6% | +67.1% |
| All | +116.8% | +130.0% | -13.2% | +67.1% |
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