+120.0%
VTR vs FIVE
+868.1%
-748.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.9% |
| 7D | -1.7% | +4.3% | -5.9% | -2.5% |
| 30D | -2.4% | +12.5% | -15.0% | -4.7% |
| 3M | +14.8% | +31.2% | -16.4% | +8.7% |
| 6M | +5.3% | +14.4% | -9.0% | +1.5% |
| YTD | +18.1% | +33.9% | -15.8% | +10.3% |
| 1Y | +36.7% | +65.1% | -28.3% | +21.9% |
| 3Y | +130.1% | +49.0% | +81.1% | +99.2% |
| 5Y | +89.5% | +30.3% | +59.2% | +62.8% |
| 10Y | +87.4% | +481.1% | -393.7% | +21.0% |
| All | +120.0% | +868.1% | -748.2% | +37.2% |
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