+1,512.6%
VTR vs RL
+1,536.1%
-23.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +6.9% | +4.6% | +2.4% | +5.3% |
| 3M | +1.3% | -1.1% | +2.4% | +1.2% |
| 6M | +2.5% | +16.5% | -14.1% | -3.3% |
| YTD | +18.0% | +11.4% | +6.6% | +11.9% |
| 1Y | +19.5% | +16.1% | +3.4% | +11.7% |
| 3Y | +130.2% | +252.6% | -122.4% | +46.3% |
| 5Y | +93.8% | +244.9% | -151.0% | +20.1% |
| 10Y | +131.5% | +342.4% | -210.9% | +23.6% |
| All | +1,512.6% | +1,536.1% | -23.5% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling