-37.5%
U vs VTR
+151.4%
-188.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | +4.5% | -2.4% | +6.9% | +5.3% |
| 30D | -0.6% | -3.7% | +3.2% | +0.6% |
| 3M | +48.4% | +13.5% | +34.9% | +40.2% |
| 6M | +115.4% | +7.2% | +108.2% | +107.1% |
| YTD | -3.2% | +17.6% | -20.8% | -11.0% |
| 1Y | -6.0% | +35.4% | -41.4% | -19.3% |
| 3Y | +13.5% | +132.8% | -119.4% | -25.2% |
| 5Y | -68.0% | +88.7% | -156.7% | -78.1% |
| All | -37.5% | +151.4% | -188.9% | -51.9% |
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