+115.6%
VTR vs AR
-27.2%
+142.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | -2.4% | +14.8% | -17.2% | -4.1% |
| 3M | +14.8% | +6.2% | +8.6% | +13.8% |
| 6M | +5.3% | +4.3% | +1.1% | +4.4% |
| YTD | +18.1% | +14.4% | +3.7% | +15.5% |
| 1Y | +36.7% | +21.3% | +15.4% | +32.3% |
| 3Y | +130.1% | +39.8% | +90.3% | +114.5% |
| 5Y | +89.5% | +142.1% | -52.6% | +60.8% |
| 10Y | +87.4% | +52.0% | +35.3% | +15.8% |
| All | +115.6% | -27.2% | +142.9% | +32.2% |
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