+2,282.6%
VTR vs BG
+1,181.2%
+1,101.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -2.8% | +10.3% | -13.1% | -5.9% |
| 3M | +9.0% | -1.9% | +10.9% | +9.1% |
| 6M | +5.0% | +5.2% | -0.3% | +2.3% |
| YTD | +16.9% | +41.2% | -24.2% | +3.5% |
| 1Y | +34.3% | +50.5% | -16.2% | +15.7% |
| 3Y | +131.6% | +19.9% | +111.7% | +109.4% |
| 5Y | +88.0% | +86.7% | +1.3% | +42.4% |
| 10Y | +97.8% | +167.5% | -69.7% | +26.6% |
| All | +2,282.6% | +1,181.2% | +1,101.4% | +1,242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling