+951.6%
USB vs VTR
+1,487.4%
-535.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.5% | +6.4% | -7.8% | -3.4% |
| 30D | +4.3% | +8.8% | -4.5% | +1.4% |
| 3M | -6.1% | -3.2% | -2.9% | -5.3% |
| 6M | +9.4% | +3.8% | +5.6% | +7.5% |
| YTD | +15.2% | +17.2% | -2.0% | +8.5% |
| 1Y | +32.8% | +21.7% | +11.1% | +23.5% |
| 3Y | +91.3% | +120.8% | -29.5% | +44.9% |
| 5Y | +22.7% | +94.6% | -71.9% | -4.1% |
| 10Y | +97.0% | +113.0% | -15.9% | +37.2% |
| All | +951.6% | +1,487.4% | -535.8% | +398.6% |
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