-68.9%
U vs VTR
+90.0%
-158.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -4.1% | +4.0% | -8.1% | -5.9% |
| 3M | +57.8% | +7.8% | +50.0% | +49.8% |
| 6M | +103.5% | +6.4% | +97.2% | +93.2% |
| YTD | -4.8% | +18.3% | -23.1% | -15.9% |
| 1Y | -2.4% | +33.9% | -36.3% | -21.0% |
| 3Y | +11.7% | +134.3% | -122.7% | -41.5% |
| 5Y | -68.9% | +90.3% | -159.1% | -82.8% |
| All | -68.9% | +90.0% | -158.9% | -82.8% |
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