+1,465.5%
VTR vs IT
+518.2%
+947.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -2.9% | -9.1% | +6.2% | -0.5% |
| 30D | -2.8% | -12.2% | +9.4% | +0.3% |
| 3M | +9.0% | +7.8% | +1.2% | +5.0% |
| 6M | +5.0% | +2.0% | +3.0% | +1.4% |
| YTD | +16.9% | -32.7% | +49.7% | +24.8% |
| 1Y | +34.3% | -31.1% | +65.4% | +41.2% |
| 3Y | +131.6% | -52.1% | +183.7% | +160.5% |
| 5Y | +88.0% | -46.3% | +134.3% | +100.2% |
| 10Y | +97.8% | +91.4% | +6.4% | +44.8% |
| All | +1,465.5% | +518.2% | +947.3% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling