+52.5%
V vs VTR
+131.6%
-79.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +1.9% | -3.7% | +5.6% | +2.5% |
| 3M | +15.5% | +13.5% | +2.0% | +12.7% |
| 6M | +16.6% | +7.2% | +9.4% | +14.8% |
| YTD | +5.7% | +17.6% | -11.8% | +2.2% |
| 1Y | +8.6% | +35.4% | -26.8% | +1.7% |
| 3Y | +52.5% | +132.8% | -80.3% | +32.9% |
| All | +52.5% | +131.6% | -79.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling