+91.3%
RF vs VTR
+131.6%
-40.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | -3.4% | -3.7% | +0.4% | -2.4% |
| 3M | +6.4% | +13.5% | -7.2% | +2.0% |
| 6M | +13.4% | +7.2% | +6.2% | +10.4% |
| YTD | +14.2% | +17.6% | -3.3% | +7.9% |
| 1Y | +15.7% | +35.4% | -19.7% | +3.4% |
| 3Y | +91.3% | +132.8% | -41.5% | +27.2% |
| All | +91.3% | +131.6% | -40.3% | +27.2% |
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