+84.5%
VTR vs RRX
+17.8%
+66.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +1.1% | -6.1% | +7.2% | +1.8% |
| 3M | +7.9% | -23.1% | +30.9% | +10.5% |
| 6M | +6.2% | -19.5% | +25.7% | +7.1% |
| YTD | +17.7% | +16.1% | +1.7% | +11.5% |
| 1Y | +32.9% | +12.9% | +20.0% | +25.8% |
| 3Y | +129.7% | +7.9% | +121.7% | +112.0% |
| All | +84.5% | +17.8% | +66.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling