+22.0%
VTR vs RL
+34.3%
-12.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +2.4% |
| 7D | +10.0% | +5.8% | +4.3% | +9.9% |
| 30D | +9.6% | +12.7% | -3.1% | +9.4% |
| 3M | -1.2% | +9.3% | -10.6% | -1.4% |
| 6M | +2.8% | +16.9% | -14.1% | +2.5% |
| YTD | +17.4% | +17.5% | -0.1% | +16.6% |
| 1Y | +22.0% | +34.6% | -12.6% | +21.3% |
| All | +22.0% | +34.3% | -12.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling