+119.0%
VTR vs COMP
+353.8%
-234.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.1% | -0.8% |
| 7D | +4.7% | +13.4% | -8.8% | +4.0% |
| 30D | +10.9% | +11.1% | -0.2% | +10.2% |
| 3M | -3.2% | -18.8% | +15.6% | -2.5% |
| 6M | +3.7% | +10.5% | -6.8% | +2.6% |
| YTD | +16.8% | -3.4% | +20.2% | +15.8% |
| 1Y | +21.3% | +19.7% | +1.6% | +18.5% |
| 3Y | +119.0% | +381.6% | -262.6% | +70.7% |
| All | +119.0% | +353.8% | -234.7% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling