+90.3%
VTR vs CG
+2.7%
+87.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.5% | +1.6% |
| 7D | -1.8% | -9.8% | +8.0% | -0.1% |
| 30D | +4.0% | -10.3% | +14.3% | +5.8% |
| 3M | +7.8% | -1.7% | +9.5% | +7.7% |
| 6M | +6.4% | -9.8% | +16.2% | +7.5% |
| YTD | +18.3% | -25.6% | +43.9% | +23.3% |
| 1Y | +33.9% | -32.5% | +66.5% | +41.9% |
| 3Y | +134.3% | +45.6% | +88.7% | +95.2% |
| 5Y | +90.3% | +3.7% | +86.6% | +65.3% |
| All | +90.3% | +2.7% | +87.5% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling