+1,481.1%
VTR vs D
+1,266.6%
+214.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.7% | +1.5% | -3.1% | -2.4% |
| 30D | -2.4% | -2.6% | +0.1% | -1.2% |
| 3M | +14.8% | 0.0% | +14.8% | +14.7% |
| 6M | +5.3% | +7.4% | -2.0% | +1.1% |
| YTD | +18.1% | +15.9% | +2.2% | +8.8% |
| 1Y | +36.7% | +18.1% | +18.6% | +24.6% |
| 3Y | +130.1% | +58.4% | +71.7% | +76.0% |
| 5Y | +89.5% | +5.2% | +84.3% | +77.9% |
| 10Y | +87.4% | +35.9% | +51.5% | +53.7% |
| All | +1,481.1% | +1,266.6% | +214.5% | +594.4% |
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 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