+150.1%
VTR vs P
+485.4%
-335.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -1.7% | +6.5% | -8.2% | -2.5% |
| 30D | -2.4% | +18.8% | -21.3% | -5.1% |
| 3M | +14.8% | +26.7% | -12.0% | +9.9% |
| 6M | +5.3% | +62.2% | -56.8% | -3.4% |
| YTD | +18.1% | +48.5% | -30.4% | +9.1% |
| 1Y | +36.7% | +26.4% | +10.3% | +27.4% |
| 3Y | +130.1% | +159.4% | -29.3% | +76.6% |
| 5Y | +89.5% | +275.8% | -186.3% | +29.9% |
| 10Y | +87.4% | +732.0% | -644.7% | +4.0% |
| All | +150.1% | +485.4% | -335.3% | +37.6% |
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