+94.7%
VTR vs CAPR
+151.3%
-56.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.9% | +1.0% |
| 7D | +3.8% | +7.6% | -3.9% | +3.7% |
| 30D | +10.1% | +13.3% | -3.2% | +10.0% |
| 3M | -1.2% | +130.4% | -131.5% | -1.7% |
| 6M | +4.8% | -70.8% | +75.6% | +4.8% |
| YTD | +18.9% | -69.3% | +88.2% | +18.9% |
| 1Y | +21.8% | +59.5% | -37.7% | +19.6% |
| 3Y | +132.0% | +216.8% | -84.8% | +106.7% |
| 5Y | +94.7% | +152.7% | -58.0% | +65.9% |
| All | +94.7% | +151.3% | -56.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling