+84.5%
VTR vs BG
+81.8%
+2.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | +1.1% | +10.2% | -9.1% | -0.5% |
| 3M | +7.9% | -1.7% | +9.6% | +8.0% |
| 6M | +6.2% | +1.0% | +5.2% | +5.5% |
| YTD | +17.7% | +39.9% | -22.2% | +10.6% |
| 1Y | +32.9% | +53.2% | -20.3% | +22.4% |
| 3Y | +129.7% | +16.3% | +113.4% | +122.2% |
| All | +84.5% | +81.8% | +2.7% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling