+88.7%
VTR vs CP
+34.0%
+54.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | +13.5% | +1.4% | +12.1% | +12.9% |
| 6M | +7.2% | +10.3% | -3.1% | +3.6% |
| YTD | +17.6% | +24.3% | -6.7% | +9.2% |
| 1Y | +35.4% | +20.4% | +14.9% | +26.8% |
| 3Y | +132.8% | +21.8% | +111.1% | +111.4% |
| 5Y | +88.7% | +31.5% | +57.1% | +61.2% |
| All | +88.7% | +34.0% | +54.6% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling