+102.3%
VTR vs SN
+476.8%
-374.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | -2.8% | -9.1% | +6.3% | -2.3% |
| 3M | +9.0% | +31.8% | -22.8% | +6.9% |
| 6M | +5.0% | +52.0% | -47.1% | +1.7% |
| YTD | +16.9% | +51.3% | -34.4% | +13.3% |
| 1Y | +34.3% | +46.9% | -12.6% | +30.5% |
| 3Y | +131.6% | +394.9% | -263.4% | +93.5% |
| All | +102.3% | +476.8% | -374.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling