+112.5%
NET vs VTR
+86.5%
+25.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -7.0% | -1.7% | -5.3% | -6.5% |
| 30D | -4.8% | -2.4% | -2.4% | -4.1% |
| 3M | +3.8% | +14.8% | -11.0% | -2.1% |
| 6M | +50.0% | +5.3% | +44.7% | +45.0% |
| YTD | +41.5% | +18.1% | +23.4% | +29.9% |
| 1Y | +32.8% | +36.7% | -3.9% | +13.2% |
| 3Y | +335.9% | +130.1% | +205.8% | +173.6% |
| All | +112.5% | +86.5% | +25.9% | +34.1% |
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 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