+93.4%
VTR vs PL
+84.9%
+8.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -1.7% | -9.3% | +7.6% | -1.4% |
| 30D | -2.4% | -18.9% | +16.5% | -1.8% |
| 3M | +14.8% | -58.4% | +73.2% | +17.8% |
| 6M | +5.3% | -30.3% | +35.6% | +5.2% |
| YTD | +18.1% | -8.1% | +26.2% | +16.1% |
| 1Y | +36.7% | +180.5% | -143.8% | +25.5% |
| 3Y | +130.1% | +444.1% | -314.1% | +92.5% |
| 5Y | +89.5% | +83.0% | +6.5% | +64.1% |
| All | +93.4% | +84.9% | +8.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling