+94.4%
VTR vs ALM
+7,705.7%
-7,611.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -1.7% | -2.6% | +0.9% | -1.7% |
| 30D | -2.4% | +32.0% | -34.4% | -2.6% |
| 3M | +14.8% | -15.0% | +29.8% | +14.8% |
| 6M | +5.3% | -10.1% | +15.5% | +5.3% |
| YTD | +18.1% | +99.4% | -81.3% | +17.5% |
| 1Y | +36.7% | +316.4% | -279.6% | +35.5% |
| 3Y | +130.1% | +2,022.0% | -1,891.9% | +125.6% |
| 5Y | +89.5% | +941.2% | -851.7% | +86.2% |
| 10Y | +87.4% | +2,950.3% | -2,863.0% | +82.7% |
| All | +94.4% | +7,705.7% | -7,611.3% | +85.6% |
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