+86.9%
VTR vs S
-56.8%
+143.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -1.7% | -7.7% | +6.0% | -1.4% |
| 30D | -2.4% | -5.3% | +2.9% | -2.3% |
| 3M | +14.8% | +20.3% | -5.5% | +13.7% |
| 6M | +5.3% | +47.4% | -42.0% | +3.3% |
| YTD | +18.1% | +32.5% | -14.4% | +16.2% |
| 1Y | +36.7% | +9.5% | +27.2% | +35.6% |
| 3Y | +130.1% | +15.5% | +114.6% | +124.6% |
| 5Y | +89.5% | -71.2% | +160.7% | +86.0% |
| All | +86.9% | -56.8% | +143.7% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling