+95.5%
VTR vs COMP
-52.0%
+147.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.1% | -1.1% |
| 7D | +4.7% | +13.4% | -8.8% | +3.6% |
| 30D | +10.9% | +11.1% | -0.2% | +9.8% |
| 3M | -3.2% | -18.8% | +15.6% | -2.0% |
| 6M | +3.7% | +10.5% | -6.8% | +2.1% |
| YTD | +16.8% | -3.4% | +20.2% | +15.2% |
| 1Y | +21.3% | +19.7% | +1.6% | +17.3% |
| 3Y | +119.0% | +381.6% | -262.6% | +78.2% |
| 5Y | +94.0% | -17.6% | +111.6% | +64.9% |
| All | +95.5% | -52.0% | +147.5% | +71.2% |
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 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