+28.7%
O vs VTR
+131.3%
-102.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | -2.3% | -2.9% | +0.7% | -1.0% |
| 30D | -2.4% | -2.8% | +0.3% | -1.3% |
| 3M | -0.6% | +9.0% | -9.6% | -4.7% |
| 6M | -5.0% | +5.0% | -9.9% | -7.6% |
| YTD | +10.4% | +16.9% | -6.5% | +2.2% |
| 1Y | +6.6% | +34.3% | -27.7% | -7.8% |
| All | +28.7% | +131.3% | -102.6% | -15.0% |
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 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