+128.1%
VTR vs S
+13.6%
+114.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.9% |
| 30D | -2.8% | -12.6% | +9.8% | -2.5% |
| 3M | +9.0% | +27.6% | -18.5% | +8.2% |
| 6M | +5.0% | +35.5% | -30.5% | +3.9% |
| YTD | +16.9% | +29.6% | -12.7% | +15.9% |
| 1Y | +34.3% | +8.1% | +26.2% | +34.0% |
| All | +128.1% | +13.6% | +114.5% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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