+4,224.2%
SU vs VTR
+1,502.8%
+2,721.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +9.6% | +4.0% | +5.6% | +8.5% |
| 3M | +11.7% | +7.8% | +3.9% | +9.3% |
| 6M | +21.9% | +6.4% | +15.6% | +19.3% |
| YTD | +58.6% | +18.3% | +40.3% | +51.0% |
| 1Y | +66.5% | +33.9% | +32.6% | +53.3% |
| 3Y | +121.4% | +134.3% | -12.9% | +74.1% |
| 5Y | +355.7% | +90.3% | +265.5% | +273.5% |
| 10Y | +264.2% | +100.1% | +164.1% | +178.0% |
| All | +4,224.2% | +1,502.8% | +2,721.5% | +2,590.8% |
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