+92.7%
VTR vs ALM
+3,551.9%
-3,459.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -0.8% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +5.5% | -19.3% | +24.8% | +5.6% |
| 3M | -0.9% | -40.6% | +39.7% | -0.7% |
| 6M | -0.4% | -57.9% | +57.5% | -0.1% |
| YTD | +17.0% | -6.7% | +23.7% | +16.8% |
| 1Y | +18.0% | +20.2% | -2.2% | +17.6% |
| 3Y | +127.4% | +879.4% | -752.1% | +123.8% |
| 5Y | +92.3% | +415.3% | -323.0% | +89.4% |
| 10Y | +129.6% | +2,100.8% | -1,971.2% | +124.4% |
| All | +92.7% | +3,551.9% | -3,459.2% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling