+473.2%
VLO vs VTR
+92.3%
+381.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +9.6% | +0.2% | +9.4% | +9.6% |
| 30D | -17.4% | +5.5% | -22.9% | -18.2% |
| 3M | +10.8% | -0.9% | +11.7% | +10.8% |
| 6M | +56.9% | -0.4% | +57.4% | +56.3% |
| YTD | +136.8% | +17.0% | +119.8% | +126.7% |
| 1Y | +120.7% | +18.0% | +102.7% | +110.8% |
| 3Y | +231.9% | +127.4% | +104.6% | +161.8% |
| All | +473.2% | +92.3% | +381.0% | +387.5% |
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 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