+17.2%
O vs VTR
+90.0%
-72.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.4% |
| 7D | -3.5% | -1.8% | -1.7% | -2.7% |
| 30D | -3.3% | +4.0% | -7.3% | -5.0% |
| 3M | -2.8% | +7.8% | -10.7% | -6.4% |
| 6M | -5.8% | +6.4% | -12.1% | -8.8% |
| YTD | +9.4% | +18.3% | -8.9% | +0.8% |
| 1Y | +5.7% | +33.9% | -28.3% | -8.2% |
| 3Y | +27.2% | +134.3% | -107.1% | -15.2% |
| 5Y | +17.2% | +90.3% | -73.1% | -16.4% |
| All | +17.2% | +90.0% | -72.8% | -16.4% |
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