+572.7%
VTR vs CF
+5,315.1%
-4,742.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +4.7% | -3.2% | +7.8% | +5.4% |
| 30D | +10.9% | +4.3% | +6.6% | +9.5% |
| 3M | -3.2% | +2.8% | -6.0% | -4.4% |
| 6M | +3.7% | +0.6% | +3.1% | +2.4% |
| YTD | +16.8% | +56.6% | -39.8% | +0.8% |
| 1Y | +21.3% | +49.6% | -28.3% | +5.8% |
| 3Y | +119.0% | +61.5% | +57.5% | +81.7% |
| 5Y | +94.0% | +124.0% | -30.0% | +38.9% |
| 10Y | +112.3% | +573.2% | -460.9% | +6.1% |
| All | +572.7% | +5,315.1% | -4,742.5% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling