+87.6%
VTR vs CF
+589.1%
-501.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.7% | +18.1% | -21.8% | -7.9% |
| 3M | +13.5% | +23.4% | -9.8% | +7.1% |
| 6M | +7.2% | +17.1% | -9.9% | +0.7% |
| YTD | +17.6% | +76.2% | -58.7% | -2.1% |
| 1Y | +35.4% | +62.3% | -26.9% | +14.9% |
| 3Y | +132.8% | +71.8% | +61.0% | +87.9% |
| 5Y | +88.7% | +234.6% | -145.9% | +8.5% |
| 10Y | +87.6% | +574.3% | -486.6% | -13.6% |
| All | +87.6% | +589.1% | -501.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling