+218.1%
RF vs VTR
+1,482.3%
-1,264.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -0.9% | +4.7% | -5.6% | -2.8% |
| 30D | +6.0% | +10.9% | -4.9% | +1.4% |
| 3M | -8.9% | -3.2% | -5.7% | -7.9% |
| 6M | +2.3% | +3.7% | -1.3% | -0.1% |
| YTD | +7.6% | +16.8% | -9.2% | -0.5% |
| 1Y | +21.2% | +21.3% | -0.2% | +10.2% |
| 3Y | +108.5% | +119.0% | -10.5% | +45.1% |
| 5Y | +43.2% | +94.0% | -50.7% | +3.3% |
| 10Y | +288.1% | +112.3% | +175.8% | +143.0% |
| All | +218.1% | +1,482.3% | -1,264.2% | +36.9% |
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