+92.5%
VTR vs PL
+81.7%
+10.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -2.4% | -7.5% | +5.1% | -2.2% |
| 30D | -3.7% | -25.6% | +21.8% | -2.9% |
| 3M | +13.5% | -45.6% | +59.1% | +15.6% |
| 6M | +7.2% | -29.5% | +36.7% | +7.0% |
| YTD | +17.6% | -9.7% | +27.3% | +15.6% |
| 1Y | +35.4% | +84.4% | -49.0% | +27.6% |
| 3Y | +132.8% | +550.0% | -417.2% | +92.7% |
| 5Y | +88.7% | +79.0% | +9.7% | +63.5% |
| All | +92.5% | +81.7% | +10.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling