+121.7%
VTR vs FIVE
+862.5%
-740.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +8.2% | +17.4% | -9.2% | +4.9% |
| 3M | +4.6% | +7.0% | -2.4% | +2.9% |
| 6M | +4.3% | +20.5% | -16.1% | -0.1% |
| YTD | +19.0% | +33.1% | -14.1% | +11.0% |
| 1Y | +21.6% | +67.1% | -45.4% | +8.5% |
| 3Y | +132.2% | +41.9% | +90.3% | +103.2% |
| 5Y | +94.4% | +21.1% | +73.3% | +70.4% |
| 10Y | +133.5% | +518.8% | -385.4% | +50.1% |
| All | +121.7% | +862.5% | -740.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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