+21.6%
VTR vs P
+17.1%
+4.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.3% |
| 7D | +1.4% | -4.7% | +6.1% | +1.2% |
| 30D | +8.2% | -31.4% | +39.7% | +6.4% |
| 3M | +4.6% | -2.6% | +7.2% | +4.5% |
| 6M | +4.3% | +21.9% | -17.6% | +6.3% |
| YTD | +19.0% | +58.9% | -39.9% | +20.5% |
| 1Y | +21.6% | +21.7% | -0.1% | +22.8% |
| All | +21.6% | +17.1% | +4.5% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling