+97.2%
VTR vs COMP
-49.2%
+146.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.4% |
| 7D | +3.2% | +14.5% | -11.3% | +2.0% |
| 30D | +9.1% | +14.9% | -5.8% | +7.7% |
| 3M | -3.6% | -14.2% | +10.7% | -2.8% |
| 6M | +3.8% | +23.7% | -20.0% | +1.3% |
| YTD | +17.8% | +2.1% | +15.7% | +15.7% |
| 1Y | +20.5% | +26.2% | -5.7% | +16.1% |
| 3Y | +132.4% | +470.9% | -338.5% | +86.2% |
| 5Y | +99.9% | -14.0% | +113.9% | +69.2% |
| All | +97.2% | -49.2% | +146.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling