+21.8%
VTR vs COMP
+16.2%
+5.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.4% | +0.9% |
| 7D | +3.8% | +7.2% | -3.4% | +3.8% |
| 30D | +10.1% | +6.4% | +3.7% | +10.1% |
| 3M | -1.2% | -19.4% | +18.3% | -1.6% |
| 6M | +4.8% | +14.6% | -9.8% | +4.8% |
| YTD | +18.9% | -5.5% | +24.4% | +17.2% |
| 1Y | +21.8% | +13.7% | +8.2% | +23.2% |
| All | +21.8% | +16.2% | +5.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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