+84.5%
VTR vs DD
+56.1%
+28.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | -3.5% | +3.2% | +0.5% |
| 30D | +1.1% | -11.7% | +12.8% | +3.9% |
| 3M | +7.9% | -9.2% | +17.1% | +10.0% |
| 6M | +6.2% | -7.2% | +13.3% | +7.2% |
| YTD | +17.7% | +6.6% | +11.1% | +14.2% |
| 1Y | +32.9% | +32.0% | +0.9% | +21.0% |
| 3Y | +129.7% | +42.1% | +87.6% | +98.4% |
| All | +84.5% | +56.1% | +28.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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