+132.4%
VTR vs ROIV
+351.4%
-219.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.4% |
| 7D | +3.2% | +13.3% | -10.1% | +1.9% |
| 30D | +9.1% | +14.8% | -5.7% | +7.5% |
| 3M | -3.6% | +11.9% | -15.5% | -4.9% |
| 6M | +3.8% | +42.4% | -38.6% | -0.9% |
| YTD | +17.8% | +87.4% | -69.6% | +7.4% |
| 1Y | +20.5% | +97.2% | -76.7% | +8.8% |
| 3Y | +132.4% | +375.7% | -243.3% | +72.9% |
| All | +132.4% | +351.4% | -219.0% | +72.9% |
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