+97.8%
VTR vs P
+694.3%
-596.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | -2.9% | +5.0% | -7.9% | -3.6% |
| 30D | -2.8% | -0.9% | -1.9% | -3.1% |
| 3M | +9.0% | +38.7% | -29.6% | +2.8% |
| 6M | +5.0% | +54.4% | -49.4% | -3.6% |
| YTD | +16.9% | +44.8% | -27.9% | +7.8% |
| 1Y | +34.3% | +22.5% | +11.8% | +25.0% |
| 3Y | +131.6% | +148.2% | -16.7% | +74.7% |
| 5Y | +88.0% | +268.9% | -180.9% | +23.7% |
| 10Y | +97.8% | +696.9% | -599.1% | +5.8% |
| All | +97.8% | +694.3% | -596.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling