+108.8%
V vs VTR
+94.6%
+14.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +0.8% | +3.8% | -3.0% | -0.1% |
| 30D | +9.9% | +10.1% | -0.2% | +7.2% |
| 3M | +17.5% | -1.2% | +18.7% | +17.7% |
| 6M | +33.5% | +4.8% | +28.7% | +31.3% |
| YTD | +21.6% | +18.9% | +2.7% | +15.3% |
| 1Y | +27.6% | +21.8% | +5.7% | +20.1% |
| 3Y | +76.4% | +132.0% | -55.6% | +36.8% |
| All | +108.8% | +94.6% | +14.2% | +72.4% |
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