+65.5%
T vs VTR
+130.0%
-64.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | -3.8% | +5.5% | -9.2% | -5.2% |
| 3M | -8.7% | -0.9% | -7.8% | -8.6% |
| 6M | -8.1% | -0.4% | -7.7% | -8.4% |
| YTD | -6.4% | +17.0% | -23.5% | -10.8% |
| 1Y | -9.8% | +18.0% | -27.7% | -14.2% |
| 3Y | +65.5% | +127.4% | -61.9% | +37.6% |
| All | +65.5% | +130.0% | -64.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling