+129.4%
VTR vs ALM
+2,247.5%
-2,118.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -0.5% |
| 7D | -2.4% | +8.4% | -10.8% | -2.5% |
| 30D | -3.7% | +34.8% | -38.6% | -4.0% |
| 3M | +13.5% | +16.2% | -2.7% | +13.4% |
| 6M | +7.2% | +2.1% | +5.1% | +6.9% |
| YTD | +17.6% | +117.0% | -99.5% | +15.3% |
| 1Y | +35.4% | +313.9% | -278.5% | +30.1% |
| All | +129.4% | +2,247.5% | -2,118.1% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling