+117.3%
VTR vs AR
-29.4%
+146.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | +1.4% | +2.1% | -0.7% | +1.1% |
| 30D | +8.2% | +4.5% | +3.7% | +7.5% |
| 3M | +4.6% | +1.0% | +3.6% | +4.2% |
| 6M | +4.3% | +4.4% | -0.1% | +3.3% |
| YTD | +19.0% | +10.9% | +8.1% | +16.6% |
| 1Y | +21.6% | +8.6% | +13.1% | +19.3% |
| 3Y | +132.2% | +48.5% | +83.7% | +114.6% |
| 5Y | +94.4% | +95.7% | -1.3% | +69.4% |
| 10Y | +133.5% | +55.5% | +78.0% | +44.4% |
| All | +117.3% | -29.4% | +146.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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