+1,466.8%
VTR vs ROP
+5,479.1%
-4,012.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +0.2% | +0.7% | -0.5% | -0.1% |
| 30D | +5.5% | +28.8% | -23.3% | -5.1% |
| 3M | -0.9% | +21.1% | -22.0% | -8.9% |
| 6M | -0.4% | +52.5% | -52.9% | -17.2% |
| YTD | +17.0% | +8.9% | +8.2% | +10.6% |
| 1Y | +18.0% | +8.2% | +9.7% | +11.7% |
| 3Y | +127.4% | -5.2% | +132.5% | +124.3% |
| 5Y | +92.3% | +1.7% | +90.5% | +82.5% |
| 10Y | +129.6% | +185.4% | -55.8% | +42.0% |
| All | +1,466.8% | +5,479.1% | -4,012.3% | +344.9% |
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