-73.3%
U vs VTR
+92.3%
-165.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.1% | +5.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | +27.6% | +5.5% | +22.1% | +23.9% |
| 3M | +15.3% | -0.9% | +16.3% | +15.3% |
| 6M | +96.4% | -0.4% | +96.8% | +92.4% |
| YTD | +19.6% | +17.0% | +2.5% | +4.6% |
| 1Y | +42.1% | +18.0% | +24.2% | +23.4% |
| 3Y | +87.5% | +127.4% | -39.8% | -6.1% |
| All | -73.3% | +92.3% | -165.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling