+94.4%
VTR vs ALC
-10.6%
+105.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | +1.4% | -6.3% | +7.6% | +3.3% |
| 30D | +8.2% | +12.6% | -4.4% | +4.4% |
| 3M | +4.6% | -3.8% | +8.4% | +5.6% |
| 6M | +4.3% | +16.8% | -12.5% | -1.1% |
| YTD | +19.0% | -7.6% | +26.6% | +20.5% |
| 1Y | +21.6% | -5.9% | +27.5% | +22.2% |
| 3Y | +132.2% | +0.6% | +131.6% | +119.7% |
| 5Y | +94.4% | -9.5% | +103.9% | +83.4% |
| All | +94.4% | -10.6% | +105.0% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling