+90.3%
VTR vs DG
-39.4%
+129.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -1.8% | -6.3% | +4.5% | -1.4% |
| 30D | +4.0% | +2.4% | +1.6% | +3.8% |
| 3M | +7.8% | +12.4% | -4.6% | +6.9% |
| 6M | +6.4% | -14.9% | +21.3% | +7.4% |
| YTD | +18.3% | -6.1% | +24.4% | +18.5% |
| 1Y | +33.9% | +17.9% | +16.1% | +31.7% |
| 3Y | +134.3% | +3.1% | +131.2% | +129.3% |
| 5Y | +90.3% | -38.7% | +128.9% | +97.3% |
| All | +90.3% | -39.4% | +129.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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