+132.8%
VTR vs ROIV
+253.6%
-120.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -1.9% |
| 7D | -2.4% | +20.2% | -22.6% | -3.9% |
| 30D | -3.7% | +14.1% | -17.9% | -4.9% |
| 3M | +13.5% | +45.6% | -32.1% | +9.7% |
| 6M | +7.2% | +44.1% | -36.9% | +3.4% |
| YTD | +17.6% | +91.2% | -73.6% | +9.9% |
| 1Y | +35.4% | +221.3% | -185.9% | +20.0% |
| 3Y | +132.8% | +229.2% | -96.4% | +96.4% |
| All | +132.8% | +253.6% | -120.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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