+97.7%
VTR vs SITM
+4,437.5%
-4,339.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.9% | +3.7% | -6.6% | -3.3% |
| 30D | -2.8% | -14.5% | +11.7% | -1.4% |
| 3M | +9.0% | -10.6% | +19.6% | +8.7% |
| 6M | +5.0% | +65.5% | -60.6% | -4.0% |
| YTD | +16.9% | +67.0% | -50.1% | +6.2% |
| 1Y | +34.3% | +138.6% | -104.3% | +15.3% |
| 3Y | +131.6% | +421.8% | -290.3% | +64.0% |
| 5Y | +88.0% | +172.4% | -84.4% | +32.5% |
| All | +97.7% | +4,437.5% | -4,339.7% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling