+254.8%
SPOT vs VTR
+153.7%
+101.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | +8.3% | -3.7% | +12.0% | +9.0% |
| 3M | +5.1% | +13.5% | -8.5% | +2.6% |
| 6M | -6.5% | +7.2% | -13.7% | -7.9% |
| YTD | -9.0% | +17.6% | -26.5% | -11.9% |
| 1Y | -26.4% | +35.4% | -61.8% | -30.8% |
| 3Y | +240.0% | +132.8% | +107.2% | +187.2% |
| 5Y | +111.7% | +88.7% | +23.1% | +84.1% |
| All | +254.8% | +153.7% | +101.1% | +189.6% |
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