+132.8%
VTR vs SN
+430.5%
-297.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -3.7% | -5.6% | +1.9% | -3.5% |
| 3M | +13.5% | +48.1% | -34.5% | +10.6% |
| 6M | +7.2% | +57.6% | -50.4% | +3.8% |
| YTD | +17.6% | +56.5% | -38.9% | +13.8% |
| 1Y | +35.4% | +52.6% | -17.2% | +31.4% |
| 3Y | +132.8% | +412.0% | -279.1% | +84.7% |
| All | +132.8% | +430.5% | -297.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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