+304.4%
VTR vs CAPR
-99.1%
+403.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -2.4% | +139.2% | -141.6% | -3.1% |
| 3M | +14.8% | -66.4% | +81.2% | +15.0% |
| 6M | +5.3% | -63.1% | +68.5% | +5.5% |
| YTD | +18.1% | -67.4% | +85.5% | +18.3% |
| 1Y | +36.7% | +58.2% | -21.5% | +33.8% |
| 3Y | +130.1% | +42.2% | +87.9% | +122.8% |
| 5Y | +89.5% | +87.3% | +2.2% | +82.4% |
| 10Y | +87.4% | -75.3% | +162.6% | +75.8% |
| All | +304.4% | -99.1% | +403.4% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling