+2,087.8%
TER vs VTR
+1,499.7%
+588.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.1% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | -8.3% | -2.4% | -5.8% | -7.7% |
| 3M | -12.2% | +14.8% | -27.0% | -17.3% |
| 6M | +17.1% | +5.3% | +11.7% | +13.3% |
| YTD | +84.7% | +18.1% | +66.6% | +72.2% |
| 1Y | +199.9% | +36.7% | +163.2% | +166.0% |
| 3Y | +232.8% | +130.1% | +102.7% | +145.5% |
| 5Y | +198.6% | +89.5% | +109.1% | +132.6% |
| 10Y | +1,669.7% | +87.4% | +1,582.4% | +1,122.0% |
| All | +2,087.8% | +1,499.7% | +588.0% | +659.1% |
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