+146.7%
VTR vs CG
+341.4%
-194.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -3.7% | -3.2% | -0.6% | -3.0% |
| 3M | +13.5% | +6.2% | +7.3% | +10.7% |
| 6M | +7.2% | -4.7% | +11.9% | +7.4% |
| YTD | +17.6% | -20.6% | +38.2% | +23.4% |
| 1Y | +35.4% | -26.4% | +61.8% | +44.4% |
| 3Y | +132.8% | +55.4% | +77.5% | +81.8% |
| 5Y | +88.7% | +9.8% | +78.8% | +58.4% |
| 10Y | +87.6% | +341.4% | -253.7% | +7.2% |
| All | +146.7% | +341.4% | -194.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling