+132.8%
VTR vs CP
+20.4%
+112.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.4% | +2.4% | -4.8% | -2.9% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | +13.5% | +1.4% | +12.1% | +13.2% |
| 6M | +7.2% | +10.3% | -3.1% | +5.1% |
| YTD | +17.6% | +24.3% | -6.7% | +12.9% |
| 1Y | +35.4% | +20.4% | +14.9% | +30.7% |
| 3Y | +132.8% | +21.8% | +111.1% | +118.4% |
| All | +132.8% | +20.4% | +112.5% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling