+88.0%
VTR vs RL
+233.3%
-145.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -2.8% | -17.5% | +14.7% | +0.2% |
| 3M | +9.0% | -14.0% | +23.0% | +11.3% |
| 6M | +5.0% | -2.0% | +6.9% | +4.4% |
| YTD | +16.9% | -4.6% | +21.5% | +16.6% |
| 1Y | +34.3% | +9.5% | +24.8% | +30.3% |
| 3Y | +131.6% | +200.5% | -68.9% | +71.6% |
| 5Y | +88.0% | +226.3% | -138.3% | +33.4% |
| All | +88.0% | +233.3% | -145.3% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling