+129.7%
VTR vs SITM
+452.7%
-323.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.6% |
| 7D | -0.3% | +3.9% | -4.2% | -0.4% |
| 30D | +1.1% | -6.6% | +7.7% | +1.2% |
| 3M | +7.9% | -11.9% | +19.8% | +8.2% |
| 6M | +6.2% | +81.1% | -75.0% | +3.2% |
| YTD | +17.7% | +80.0% | -62.2% | +14.3% |
| 1Y | +32.9% | +145.8% | -112.9% | +27.2% |
| 3Y | +129.7% | +475.9% | -346.2% | +93.6% |
| All | +129.7% | +452.7% | -323.0% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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