+89.0%
VTR vs ALC
-16.6%
+105.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.1% |
| 7D | -2.4% | -3.7% | +1.3% | -1.3% |
| 30D | -3.7% | -3.7% | 0.0% | -2.8% |
| 3M | +13.5% | +4.6% | +9.0% | +11.6% |
| 6M | +7.2% | -14.6% | +21.8% | +11.5% |
| YTD | +17.6% | -11.9% | +29.4% | +20.8% |
| 1Y | +35.4% | -13.1% | +48.5% | +39.3% |
| 3Y | +132.8% | -15.0% | +147.8% | +135.8% |
| All | +89.0% | -16.6% | +105.6% | +77.6% |
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