+1,481.1%
VTR vs M
+158.9%
+1,322.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -1.7% | +4.7% | -6.4% | -2.9% |
| 30D | -2.4% | -9.6% | +7.2% | 0.0% |
| 3M | +14.8% | +0.9% | +13.9% | +13.7% |
| 6M | +5.3% | +22.3% | -16.9% | -1.4% |
| YTD | +18.1% | +6.5% | +11.6% | +13.9% |
| 1Y | +36.7% | +38.8% | -2.1% | +22.0% |
| 3Y | +130.1% | +115.9% | +14.2% | +67.6% |
| 5Y | +89.5% | +28.6% | +60.9% | +43.3% |
| 10Y | +87.4% | -2.5% | +89.9% | +20.8% |
| All | +1,481.1% | +158.9% | +1,322.2% | +454.7% |
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