+96.3%
VTR vs CG
+314.7%
-218.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.3% | -9.9% | +9.5% | +3.1% |
| 30D | +1.1% | -11.7% | +12.8% | +5.1% |
| 3M | +7.9% | -4.3% | +12.2% | +8.5% |
| 6M | +6.2% | -8.8% | +14.9% | +7.8% |
| YTD | +17.7% | -26.9% | +44.6% | +27.8% |
| 1Y | +32.9% | -35.4% | +68.3% | +49.7% |
| 3Y | +129.7% | +43.0% | +86.6% | +73.2% |
| 5Y | +89.3% | +1.9% | +87.4% | +55.5% |
| All | +96.3% | +314.7% | -218.4% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling