+1,426.9%
SPY vs VTR
+1,499.7%
-72.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +0.1% | -2.4% | +2.5% | +0.5% |
| 3M | +2.0% | +14.8% | -12.8% | -1.3% |
| 6M | +13.0% | +5.3% | +7.7% | +11.2% |
| YTD | +13.5% | +18.1% | -4.5% | +9.0% |
| 1Y | +20.0% | +36.7% | -16.7% | +11.5% |
| 3Y | +77.2% | +130.1% | -52.9% | +46.1% |
| 5Y | +81.9% | +89.5% | -7.6% | +54.7% |
| 10Y | +314.1% | +87.4% | +226.7% | +227.6% |
| All | +1,426.9% | +1,499.7% | -72.8% | +768.5% |
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