+57.9%
SO vs VTR
+88.4%
-30.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | 0.0% | -2.9% | +2.9% | +1.0% |
| 30D | -2.5% | -2.8% | +0.3% | -1.7% |
| 3M | -4.2% | +9.0% | -13.2% | -7.0% |
| 6M | -7.7% | +5.0% | -12.6% | -9.4% |
| YTD | +3.8% | +16.9% | -13.1% | -1.7% |
| 1Y | +0.1% | +34.3% | -34.2% | -9.5% |
| 3Y | +44.2% | +131.6% | -87.4% | +9.0% |
| 5Y | +57.9% | +88.0% | -30.1% | +24.1% |
| All | +57.9% | +88.4% | -30.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling