+90.3%
VTR vs IT
-46.1%
+136.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | -1.8% | -12.7% | +10.9% | -0.5% |
| 30D | +4.0% | -8.9% | +12.9% | +4.8% |
| 3M | +7.8% | +10.1% | -2.3% | +6.2% |
| 6M | +6.4% | +7.3% | -0.9% | +4.6% |
| YTD | +18.3% | -32.4% | +50.7% | +23.1% |
| 1Y | +33.9% | -26.6% | +60.6% | +37.0% |
| 3Y | +134.3% | -51.8% | +186.1% | +152.9% |
| 5Y | +90.3% | -45.6% | +135.9% | +93.1% |
| All | +90.3% | -46.1% | +136.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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