+191.2%
VLO vs VTR
+134.0%
+57.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +4.0% | -1.8% | +5.8% | +4.1% |
| 30D | +19.0% | +4.0% | +15.0% | +18.6% |
| 3M | +50.0% | +7.8% | +42.1% | +48.2% |
| 6M | +79.1% | +6.4% | +72.8% | +77.2% |
| YTD | +140.3% | +18.3% | +122.0% | +133.7% |
| 1Y | +148.3% | +33.9% | +114.4% | +136.1% |
| All | +191.2% | +134.0% | +57.1% | +140.5% |
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