+121.0%
VTR vs ALM
+2,100.8%
-1,979.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +5.5% | -19.3% | +24.8% | +6.1% |
| 3M | -0.9% | -40.6% | +39.7% | +0.6% |
| 6M | -0.4% | -57.9% | +57.5% | +1.9% |
| YTD | +17.0% | -6.7% | +23.7% | +14.9% |
| 1Y | +18.0% | +20.2% | -2.2% | +14.3% |
| 3Y | +127.4% | +879.4% | -752.1% | +91.8% |
| 5Y | +92.3% | +415.3% | -323.0% | +64.5% |
| All | +121.0% | +2,100.8% | -1,979.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling