+52.3%
SO vs VTR
+131.9%
-79.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +4.9% | +6.9% | -2.0% | +2.5% |
| 3M | +0.8% | +1.3% | -0.6% | +0.2% |
| 6M | +0.6% | +2.5% | -1.9% | -0.8% |
| YTD | +8.7% | +18.0% | -9.3% | +1.9% |
| 1Y | +4.0% | +19.5% | -15.5% | -3.0% |
| All | +52.3% | +131.9% | -79.6% | +12.4% |
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 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