+1,514.0%
VTR vs RL
+1,366.2%
+147.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.4% | -7.8% | +5.3% | -0.3% |
| 3M | +14.8% | -4.0% | +18.8% | +15.5% |
| 6M | +5.3% | -1.9% | +7.2% | +4.4% |
| YTD | +18.1% | -0.2% | +18.3% | +16.0% |
| 1Y | +36.7% | +10.7% | +26.0% | +29.7% |
| 3Y | +130.1% | +210.8% | -80.7% | +52.0% |
| 5Y | +89.5% | +238.2% | -148.7% | +17.5% |
| 10Y | +87.4% | +313.4% | -226.0% | +2.2% |
| All | +1,514.0% | +1,366.2% | +147.9% | +462.0% |
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