+128.1%
VTR vs DRI
+54.1%
+74.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -2.9% | -4.8% | +1.9% | -2.3% |
| 30D | -2.8% | -3.9% | +1.1% | -2.4% |
| 3M | +9.0% | +5.1% | +3.9% | +8.2% |
| 6M | +5.0% | +5.5% | -0.6% | +4.1% |
| YTD | +16.9% | +16.5% | +0.5% | +14.5% |
| 1Y | +34.3% | +2.0% | +32.3% | +33.7% |
| All | +128.1% | +54.1% | +74.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling