+50.3%
NDAQ vs VTR
+90.0%
-39.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -6.8% | -1.8% | -5.0% | -6.3% |
| 30D | -3.2% | +4.0% | -7.2% | -4.2% |
| 3M | +6.5% | +7.8% | -1.4% | +4.0% |
| 6M | +5.7% | +6.4% | -0.6% | +3.4% |
| YTD | -4.6% | +18.3% | -22.9% | -9.8% |
| 1Y | -1.6% | +33.9% | -35.5% | -10.6% |
| 3Y | +86.4% | +134.3% | -47.9% | +40.7% |
| 5Y | +50.3% | +90.3% | -39.9% | +12.6% |
| All | +50.3% | +90.0% | -39.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling