+1,429.2%
TER vs VTR
+1,485.3%
-56.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +14.4% | +0.2% | +14.2% | +14.3% |
| 30D | -30.6% | +5.5% | -36.0% | -32.0% |
| 3M | -39.2% | -0.9% | -38.3% | -39.4% |
| 6M | -31.3% | -0.4% | -30.9% | -32.6% |
| YTD | +29.1% | +17.0% | +12.1% | +20.1% |
| 1Y | +47.4% | +18.0% | +29.5% | +36.7% |
| 3Y | +191.2% | +127.4% | +63.9% | +115.0% |
| 5Y | +74.0% | +92.3% | -18.3% | +34.5% |
| 10Y | +1,005.1% | +129.6% | +875.5% | +610.1% |
| All | +1,429.2% | +1,485.3% | -56.1% | +429.3% |
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