+2,464.7%
SO vs VTR
+1,499.7%
+965.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -0.2% | -1.7% | +1.5% | +0.1% |
| 30D | -4.6% | -2.4% | -2.1% | -4.3% |
| 3M | -3.0% | +14.8% | -17.8% | -4.9% |
| 6M | -8.3% | +5.3% | -13.6% | -9.0% |
| YTD | +3.5% | +18.1% | -14.6% | +1.1% |
| 1Y | -0.9% | +36.7% | -37.6% | -5.2% |
| 3Y | +45.4% | +130.1% | -84.7% | +29.5% |
| 5Y | +59.6% | +89.5% | -29.9% | +44.9% |
| 10Y | +156.6% | +87.4% | +69.2% | +124.5% |
| All | +2,464.7% | +1,499.7% | +965.0% | +1,999.6% |
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