+132.8%
VTR vs RL
+211.8%
-79.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -3.7% | -12.2% | +8.5% | -2.9% |
| 3M | +13.5% | -6.6% | +20.2% | +13.9% |
| 6M | +7.2% | +3.2% | +4.0% | +6.6% |
| YTD | +17.6% | -1.3% | +18.9% | +17.2% |
| 1Y | +35.4% | +13.6% | +21.8% | +33.2% |
| 3Y | +132.8% | +210.9% | -78.0% | +91.8% |
| All | +132.8% | +211.8% | -79.0% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling