+132.8%
VTR vs M
+120.4%
+12.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | -2.4% | +2.4% | -4.8% | -2.5% |
| 30D | -3.7% | -11.6% | +7.9% | -3.3% |
| 3M | +13.5% | +1.6% | +11.9% | +13.3% |
| 6M | +7.2% | +25.2% | -18.0% | +5.7% |
| YTD | +17.6% | +3.8% | +13.8% | +17.0% |
| 1Y | +35.4% | +36.3% | -1.0% | +32.4% |
| 3Y | +132.8% | +116.3% | +16.5% | +104.0% |
| All | +132.8% | +120.4% | +12.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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