+105.6%
VTR vs AS
+125.3%
-19.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | +0.7% | -3.6% | +4.3% | +0.8% |
| 30D | +6.9% | +3.4% | +3.5% | +6.7% |
| 3M | +1.3% | -8.6% | +9.9% | +1.6% |
| 6M | +2.5% | -10.0% | +12.5% | +2.8% |
| YTD | +18.0% | -19.2% | +37.2% | +18.6% |
| 1Y | +19.5% | -3.8% | +23.2% | +19.2% |
| All | +105.6% | +125.3% | -19.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling