+322.2%
VTR vs BR
+1,281.7%
-959.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.9% | -5.0% | +2.1% | -0.4% |
| 30D | -2.8% | -2.5% | -0.3% | -1.7% |
| 3M | +9.0% | +13.5% | -4.5% | +1.4% |
| 6M | +5.0% | -9.4% | +14.4% | +8.5% |
| YTD | +16.9% | -23.3% | +40.2% | +30.5% |
| 1Y | +34.3% | -31.6% | +65.9% | +59.0% |
| 3Y | +131.6% | -5.1% | +136.6% | +126.9% |
| 5Y | +88.0% | +8.2% | +79.8% | +67.6% |
| 10Y | +97.8% | +189.8% | -92.1% | -4.1% |
| All | +322.2% | +1,281.7% | -959.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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