+89.0%
VTR vs ALB
-42.2%
+131.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -2.4% | -4.4% | +2.0% | -2.0% |
| 30D | -3.7% | -1.2% | -2.6% | -3.7% |
| 3M | +13.5% | -13.3% | +26.8% | +14.9% |
| 6M | +7.2% | -19.8% | +27.0% | +8.7% |
| YTD | +17.6% | -7.9% | +25.5% | +16.7% |
| 1Y | +35.4% | +60.2% | -24.8% | +24.4% |
| 3Y | +132.8% | -26.4% | +159.3% | +134.7% |
| All | +89.0% | -42.2% | +131.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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