+88.0%
VTR vs M
+22.2%
+65.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.2% |
| 7D | -2.9% | -4.1% | +1.1% | -2.6% |
| 30D | -2.8% | -13.6% | +10.8% | -1.6% |
| 3M | +9.0% | -2.3% | +11.3% | +9.0% |
| 6M | +5.0% | +21.9% | -17.0% | +2.6% |
| YTD | +16.9% | -0.6% | +17.5% | +16.3% |
| 1Y | +34.3% | +29.7% | +4.6% | +29.8% |
| 3Y | +131.6% | +107.3% | +24.3% | +105.1% |
| 5Y | +88.0% | +20.5% | +67.5% | +74.6% |
| All | +88.0% | +22.2% | +65.8% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling