+3,163.6%
VTR vs BB
+266.8%
+2,896.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -3.7% | -12.4% | +8.6% | -2.7% |
| 3M | +13.5% | -15.3% | +28.8% | +14.4% |
| 6M | +7.2% | +128.8% | -121.6% | -2.9% |
| YTD | +17.6% | +107.7% | -90.1% | +7.4% |
| 1Y | +35.4% | +103.9% | -68.5% | +23.3% |
| 3Y | +132.8% | +72.6% | +60.3% | +108.6% |
| 5Y | +88.7% | -24.3% | +112.9% | +79.1% |
| 10Y | +87.6% | +3.1% | +84.5% | +56.3% |
| All | +3,163.6% | +266.8% | +2,896.8% | +1,801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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