+97.8%
VTR vs CP
+224.3%
-126.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -2.8% | -0.5% | -2.3% | -2.7% |
| 3M | +9.0% | +0.1% | +8.9% | +8.7% |
| 6M | +5.0% | +7.8% | -2.9% | +0.6% |
| YTD | +16.9% | +22.9% | -5.9% | +4.7% |
| 1Y | +34.3% | +21.3% | +13.0% | +20.5% |
| 3Y | +131.6% | +20.4% | +111.2% | +101.3% |
| 5Y | +88.0% | +34.9% | +53.1% | +48.3% |
| 10Y | +97.8% | +233.3% | -135.6% | +14.7% |
| All | +97.8% | +224.3% | -126.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling