+19.3%
RF vs VTR
+22.1%
-2.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +0.3% | +3.8% | -3.4% | +0.1% |
| 30D | +6.2% | +10.1% | -3.9% | +5.5% |
| 3M | -7.8% | -1.2% | -6.7% | -8.3% |
| 6M | +5.9% | +4.8% | +1.2% | +4.8% |
| YTD | +9.0% | +18.9% | -9.9% | +13.1% |
| 1Y | +19.3% | +21.8% | -2.6% | +26.0% |
| All | +19.3% | +22.1% | -2.8% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling