+580.1%
VTR vs CF
+5,948.3%
-5,368.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.2% |
| 7D | -1.7% | +6.0% | -7.7% | -3.2% |
| 30D | -2.4% | +14.8% | -17.3% | -6.0% |
| 3M | +14.8% | +14.1% | +0.7% | +10.5% |
| 6M | +5.3% | +28.5% | -23.2% | -3.4% |
| YTD | +18.1% | +74.9% | -56.9% | -0.6% |
| 1Y | +36.7% | +61.7% | -25.0% | +17.0% |
| 3Y | +130.1% | +80.3% | +49.8% | +85.8% |
| 5Y | +89.5% | +226.0% | -136.5% | +22.1% |
| 10Y | +87.4% | +569.9% | -482.5% | -6.2% |
| All | +580.1% | +5,948.3% | -5,368.2% | +54.5% |
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