+1,474.1%
VTR vs ROP
+4,487.4%
-3,013.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.7% |
| 7D | -2.4% | -5.4% | +3.0% | -0.2% |
| 30D | -3.7% | -1.6% | -2.1% | -3.2% |
| 3M | +13.5% | +18.8% | -5.3% | +5.3% |
| 6M | +7.2% | +8.2% | -1.0% | +2.7% |
| YTD | +17.6% | -10.5% | +28.1% | +20.9% |
| 1Y | +35.4% | -23.7% | +59.1% | +48.3% |
| 3Y | +132.8% | -17.9% | +150.7% | +144.4% |
| 5Y | +88.7% | -15.3% | +104.0% | +93.4% |
| 10Y | +87.6% | +133.4% | -45.8% | +26.4% |
| All | +1,474.1% | +4,487.4% | -3,013.3% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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