+152.0%
VTR vs P
+526.5%
-374.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.4% |
| 7D | +1.4% | -4.7% | +6.1% | +1.7% |
| 30D | +8.2% | -31.4% | +39.7% | +12.5% |
| 3M | +4.6% | -2.6% | +7.2% | +3.5% |
| 6M | +4.3% | +21.9% | -17.6% | -1.0% |
| YTD | +19.0% | +58.9% | -39.9% | +7.6% |
| 1Y | +21.6% | +21.7% | -0.1% | +13.2% |
| 3Y | +132.2% | +193.3% | -61.1% | +72.9% |
| 5Y | +94.4% | +275.1% | -180.7% | +32.8% |
| 10Y | +133.5% | +655.3% | -521.9% | +28.1% |
| All | +152.0% | +526.5% | -374.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling