+88.0%
VTR vs S
-71.9%
+159.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +9.0% | +27.6% | -18.5% | +7.7% |
| 6M | +5.0% | +35.5% | -30.5% | +3.2% |
| YTD | +16.9% | +29.6% | -12.7% | +15.1% |
| 1Y | +34.3% | +8.1% | +26.2% | +33.2% |
| 3Y | +131.6% | +14.8% | +116.8% | +125.7% |
| 5Y | +88.0% | -70.6% | +158.6% | +83.9% |
| All | +88.0% | -71.9% | +159.9% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling