+129.7%
VTR vs SNY
-9.6%
+139.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | +1.1% | -2.2% | +3.3% | +1.4% |
| 3M | +7.9% | -3.0% | +10.9% | +8.4% |
| 6M | +6.2% | +2.7% | +3.4% | +5.8% |
| YTD | +17.7% | -6.8% | +24.6% | +18.7% |
| 1Y | +32.9% | -5.3% | +38.2% | +33.5% |
| 3Y | +129.7% | -9.8% | +139.5% | +134.4% |
| All | +129.7% | -9.6% | +139.3% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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