+2,627.5%
NDAQ vs VTR
+1,772.3%
+855.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +18.0% | +5.5% | +12.5% | +15.5% |
| 3M | +11.5% | -0.9% | +12.4% | +11.7% |
| 6M | +21.1% | -0.4% | +21.5% | +20.5% |
| YTD | +12.8% | +17.0% | -4.2% | +5.0% |
| 1Y | +25.7% | +18.0% | +7.7% | +16.6% |
| 3Y | +116.8% | +127.4% | -10.6% | +53.5% |
| 5Y | +67.3% | +92.3% | -25.0% | +23.6% |
| 10Y | +473.3% | +129.6% | +343.7% | +230.2% |
| All | +2,627.5% | +1,772.3% | +855.2% | +724.8% |
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