+113.3%
VTR vs AR
-33.4%
+146.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +4.7% | -14.3% | +18.9% | +6.4% |
| 30D | +10.9% | +1.4% | +9.4% | +10.6% |
| 3M | -3.2% | +3.4% | -6.6% | -3.9% |
| 6M | +3.7% | -2.1% | +5.7% | +3.4% |
| YTD | +16.8% | +4.7% | +12.1% | +15.2% |
| 1Y | +21.3% | +10.6% | +10.8% | +18.7% |
| 3Y | +119.0% | +24.6% | +94.5% | +106.8% |
| 5Y | +94.0% | +71.9% | +22.1% | +71.5% |
| 10Y | +112.3% | +46.4% | +65.9% | +32.2% |
| All | +113.3% | -33.4% | +146.6% | +31.9% |
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