+88.9%
VTR vs RUN
-32.6%
+121.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -2.8% | -10.8% | +8.0% | -1.9% |
| 3M | +9.0% | -30.2% | +39.2% | +11.9% |
| 6M | +5.0% | -22.3% | +27.3% | +6.0% |
| YTD | +16.9% | -52.2% | +69.1% | +22.0% |
| 1Y | +34.3% | -45.1% | +79.4% | +36.8% |
| 3Y | +131.6% | -37.1% | +168.7% | +105.3% |
| 5Y | +88.0% | -80.3% | +168.3% | +79.5% |
| 10Y | +97.8% | +45.2% | +52.6% | +42.9% |
| All | +88.9% | -32.6% | +121.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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