+1,466.8%
VTR vs BBWI
+951.8%
+515.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +5.5% | +12.9% | -7.4% | +1.9% |
| 3M | -0.9% | +16.0% | -16.9% | -5.9% |
| 6M | -0.4% | +16.6% | -17.0% | -6.7% |
| YTD | +17.0% | +9.7% | +7.3% | +9.3% |
| 1Y | +18.0% | +1.5% | +16.5% | +10.6% |
| 3Y | +127.4% | -21.4% | +148.7% | +111.6% |
| 5Y | +92.3% | -67.6% | +159.8% | +118.3% |
| 10Y | +129.6% | -46.8% | +176.4% | +80.9% |
| All | +1,466.8% | +951.8% | +515.0% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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