+32.9%
VTR vs ALC
-14.7%
+47.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.3% | -6.3% | +6.0% | +0.2% |
| 30D | +1.1% | -10.3% | +11.4% | +1.9% |
| 3M | +7.9% | -0.7% | +8.6% | +7.5% |
| 6M | +6.2% | -17.8% | +24.0% | +6.7% |
| YTD | +17.7% | -15.8% | +33.5% | +18.3% |
| 1Y | +32.9% | -16.7% | +49.6% | +32.1% |
| All | +32.9% | -14.7% | +47.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling