+129.7%
VTR vs BG
+18.0%
+111.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.5% |
| 30D | +1.1% | +10.2% | -9.1% | +0.4% |
| 3M | +7.9% | -1.7% | +9.6% | +7.9% |
| 6M | +6.2% | +1.0% | +5.2% | +5.9% |
| YTD | +17.7% | +39.9% | -22.2% | +14.6% |
| 1Y | +32.9% | +53.2% | -20.3% | +28.2% |
| 3Y | +129.7% | +16.3% | +113.4% | +137.3% |
| All | +129.7% | +18.0% | +111.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling