+132.7%
VTR vs P
+155.2%
-22.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.0% |
| 7D | -1.7% | +6.5% | -8.2% | -1.6% |
| 30D | -2.4% | +18.8% | -21.3% | -2.3% |
| 3M | +14.8% | +26.7% | -12.0% | +15.1% |
| 6M | +5.3% | +62.2% | -56.8% | +5.4% |
| YTD | +18.1% | +48.5% | -30.4% | +18.2% |
| 1Y | +36.7% | +26.4% | +10.3% | +36.8% |
| All | +132.7% | +155.2% | -22.4% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling