+2,926.4%
V vs VTR
+297.7%
+2,628.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | +2.0% | -2.4% | +4.4% | +2.7% |
| 3M | +17.4% | +14.8% | +2.6% | +11.9% |
| 6M | +17.5% | +5.3% | +12.2% | +14.9% |
| YTD | +7.6% | +18.1% | -10.5% | +1.2% |
| 1Y | +7.7% | +36.7% | -29.0% | -3.7% |
| 3Y | +54.7% | +130.1% | -75.4% | +14.9% |
| 5Y | +73.0% | +89.5% | -16.4% | +34.5% |
| 10Y | +390.9% | +87.4% | +303.5% | +241.7% |
| All | +2,926.4% | +297.7% | +2,628.7% | +1,342.0% |
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