+2,327.9%
NDAQ vs VTR
+1,789.3%
+538.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.1% |
| 7D | -2.4% | -1.7% | -0.8% | -1.8% |
| 30D | +2.5% | -2.4% | +4.9% | +3.3% |
| 3M | +9.9% | +14.8% | -4.9% | +3.8% |
| 6M | +9.4% | +5.3% | +4.1% | +6.6% |
| YTD | +0.4% | +18.1% | -17.7% | -6.7% |
| 1Y | +4.0% | +36.7% | -32.7% | -9.0% |
| 3Y | +94.4% | +130.1% | -35.7% | +37.0% |
| 5Y | +56.7% | +89.5% | -32.8% | +16.2% |
| 10Y | +375.3% | +87.4% | +287.9% | +201.8% |
| All | +2,327.9% | +1,789.3% | +538.6% | +633.0% |
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