+84.5%
VTR vs AUR
-35.1%
+119.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +1.1% | -6.4% | +7.5% | +1.3% |
| 3M | +7.9% | +7.7% | +0.2% | +7.2% |
| 6M | +6.2% | +44.5% | -38.3% | +3.6% |
| YTD | +17.7% | +67.4% | -49.7% | +13.8% |
| 1Y | +32.9% | +15.4% | +17.5% | +30.6% |
| 3Y | +129.7% | +94.8% | +34.8% | +111.0% |
| All | +84.5% | -35.1% | +119.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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