+88.7%
VTR vs D
+8.5%
+80.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | +13.5% | +2.1% | +11.4% | +12.4% |
| 6M | +7.2% | +6.8% | +0.4% | +3.8% |
| YTD | +17.6% | +16.5% | +1.0% | +9.2% |
| 1Y | +35.4% | +19.2% | +16.2% | +24.4% |
| 3Y | +132.8% | +61.9% | +71.0% | +81.7% |
| 5Y | +88.7% | +6.5% | +82.1% | +83.4% |
| All | +88.7% | +8.5% | +80.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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