+94.4%
VTR vs CP
+25.9%
+68.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | +8.2% | +9.6% | -1.4% | +5.1% |
| 3M | +4.6% | +2.2% | +2.4% | +3.7% |
| 6M | +4.3% | +11.1% | -6.8% | +0.7% |
| YTD | +19.0% | +28.2% | -9.2% | +9.3% |
| 1Y | +21.6% | +32.2% | -10.5% | +10.5% |
| 3Y | +132.2% | +35.5% | +96.7% | +100.8% |
| 5Y | +94.4% | +26.8% | +67.6% | +69.7% |
| All | +94.4% | +25.9% | +68.5% | +69.7% |
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 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