+7,112.9%
VTR vs A
+434.5%
+6,678.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -2.9% | -4.4% | +1.5% | -2.0% |
| 30D | -2.8% | -2.7% | -0.1% | -2.3% |
| 3M | +9.0% | +7.0% | +2.0% | +7.2% |
| 6M | +5.0% | +24.6% | -19.7% | -0.8% |
| YTD | +16.9% | +7.0% | +9.9% | +13.9% |
| 1Y | +34.3% | +15.6% | +18.7% | +28.2% |
| 3Y | +131.6% | +29.9% | +101.7% | +111.7% |
| 5Y | +88.0% | -15.4% | +103.4% | +86.5% |
| 10Y | +97.8% | +248.9% | -151.1% | +44.8% |
| All | +7,112.9% | +434.5% | +6,678.4% | +3,944.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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