+1,491.8%
VTR vs D
+1,319.1%
+172.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +3.8% | +2.4% | +1.4% | +2.5% |
| 30D | +10.1% | +10.9% | -0.8% | +4.4% |
| 3M | -1.2% | +2.8% | -4.0% | -2.7% |
| 6M | +4.8% | +12.7% | -7.9% | -1.9% |
| YTD | +18.9% | +20.3% | -1.4% | +7.4% |
| 1Y | +21.8% | +17.1% | +4.7% | +11.4% |
| 3Y | +132.0% | +75.1% | +56.8% | +69.0% |
| 5Y | +94.7% | +13.1% | +81.5% | +76.1% |
| 10Y | +136.8% | +48.3% | +88.6% | +85.6% |
| All | +1,491.8% | +1,319.1% | +172.7% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling