+298.9%
VTR vs ACWI
+356.8%
-57.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.7% | +0.5% | -2.2% | -2.2% |
| 30D | -2.4% | +0.9% | -3.3% | -3.4% |
| 3M | +14.8% | +2.4% | +12.4% | +10.8% |
| 6M | +5.3% | +12.4% | -7.0% | -8.7% |
| YTD | +18.1% | +15.2% | +2.9% | -0.7% |
| 1Y | +36.7% | +22.7% | +14.0% | +6.6% |
| 3Y | +130.1% | +75.8% | +54.3% | +16.4% |
| 5Y | +89.5% | +67.7% | +21.8% | -0.8% |
| 10Y | +87.4% | +229.0% | -141.6% | -53.8% |
| All | +298.9% | +356.8% | -57.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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