+669.4%
VTR vs MKTX
+1,443.5%
-774.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | +4.0% | +0.8% | +3.2% | +3.8% |
| 3M | +7.8% | +41.1% | -33.3% | -4.3% |
| 6M | +6.4% | -9.5% | +15.9% | +7.1% |
| YTD | +18.3% | -8.7% | +27.0% | +18.5% |
| 1Y | +33.9% | -10.0% | +43.9% | +34.3% |
| 3Y | +134.3% | -24.6% | +158.9% | +139.3% |
| 5Y | +90.3% | -60.3% | +150.6% | +128.0% |
| 10Y | +100.1% | +5.0% | +95.1% | +65.4% |
| All | +669.4% | +1,443.5% | -774.1% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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