+22.0%
VTR vs CLX
-6.5%
+28.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.7% |
| 7D | +10.0% | +14.2% | -4.2% | +8.0% |
| 30D | +9.6% | +22.7% | -13.0% | +6.7% |
| 3M | -1.2% | -2.8% | +1.5% | -1.3% |
| 6M | +2.8% | +17.7% | -14.9% | +0.5% |
| YTD | +17.4% | +3.3% | +14.1% | +19.2% |
| 1Y | +22.0% | -5.6% | +27.6% | +23.0% |
| All | +22.0% | -6.5% | +28.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling