+132.0%
VTR vs CAPR
+222.5%
-90.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.9% | +1.0% |
| 7D | +3.8% | +7.6% | -3.9% | +3.8% |
| 30D | +10.1% | +13.3% | -3.2% | +10.1% |
| 3M | -1.2% | +130.4% | -131.5% | -1.4% |
| 6M | +4.8% | -70.8% | +75.6% | +4.7% |
| YTD | +18.9% | -69.3% | +88.2% | +18.8% |
| 1Y | +21.8% | +59.5% | -37.7% | +21.4% |
| 3Y | +132.0% | +216.8% | -84.8% | +104.7% |
| All | +132.0% | +222.5% | -90.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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