+298.8%
VTR vs DG
+606.1%
-307.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -1.7% | +8.4% | -10.1% | -2.8% |
| 30D | -2.4% | +4.9% | -7.4% | -3.2% |
| 3M | +14.8% | +29.3% | -14.5% | +10.4% |
| 6M | +5.3% | -11.3% | +16.6% | +6.7% |
| YTD | +18.1% | +1.8% | +16.3% | +17.0% |
| 1Y | +36.7% | +25.3% | +11.4% | +30.7% |
| 3Y | +130.1% | +9.1% | +121.0% | +118.7% |
| 5Y | +89.5% | -34.9% | +124.4% | +95.5% |
| 10Y | +87.4% | +108.2% | -20.8% | +52.2% |
| All | +298.8% | +606.1% | -307.3% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling