+147.4%
VTR vs P
+469.1%
-321.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.7% |
| 7D | +4.7% | -23.8% | +28.5% | +7.7% |
| 30D | +10.9% | -36.6% | +47.5% | +16.3% |
| 3M | -3.2% | +10.9% | -14.1% | -6.2% |
| 6M | +3.7% | +30.0% | -26.3% | -2.9% |
| YTD | +16.8% | +44.4% | -27.6% | +6.9% |
| 1Y | +21.3% | +3.9% | +17.4% | +15.3% |
| 3Y | +119.0% | +176.6% | -57.5% | +63.7% |
| 5Y | +94.0% | +249.3% | -155.3% | +33.2% |
| 10Y | +112.3% | +726.9% | -614.7% | +16.8% |
| All | +147.4% | +469.1% | -321.8% | +34.8% |
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