+2,600.0%
O vs VTR
+1,499.7%
+1,100.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | -0.7% | -1.7% | +0.9% | 0.0% |
| 30D | -1.9% | -2.4% | +0.6% | -1.0% |
| 3M | +3.8% | +14.8% | -10.9% | -2.2% |
| 6M | -4.7% | +5.3% | -10.1% | -7.2% |
| YTD | +12.5% | +18.1% | -5.6% | +4.4% |
| 1Y | +10.8% | +36.7% | -25.9% | -3.5% |
| 3Y | +28.8% | +130.1% | -101.3% | -10.6% |
| 5Y | +13.2% | +89.5% | -76.3% | -16.4% |
| 10Y | +53.5% | +87.4% | -33.9% | +5.5% |
| All | +2,600.0% | +1,499.7% | +1,100.3% | +1,104.1% |
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 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