+1,491.8%
VTR vs M
+184.1%
+1,307.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.8% | +5.0% | -1.2% | +2.3% |
| 30D | +10.1% | +10.6% | -0.5% | +6.9% |
| 3M | -1.2% | +1.6% | -2.7% | -2.2% |
| 6M | +4.8% | +30.8% | -26.1% | -3.9% |
| YTD | +18.9% | +16.9% | +2.0% | +11.4% |
| 1Y | +21.8% | +26.3% | -4.4% | +11.4% |
| 3Y | +132.0% | +158.6% | -26.6% | +60.6% |
| 5Y | +94.7% | +2.1% | +92.6% | +59.8% |
| 10Y | +136.8% | -4.3% | +141.2% | +54.3% |
| All | +1,491.8% | +184.1% | +1,307.7% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling