+1,751.8%
VTR vs SNY
+241.9%
+1,509.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -3.3% | +3.0% | +1.0% |
| 30D | +1.1% | -2.2% | +3.3% | +1.9% |
| 3M | +7.9% | -3.0% | +10.9% | +9.1% |
| 6M | +6.2% | +2.7% | +3.4% | +4.6% |
| YTD | +17.7% | -6.8% | +24.6% | +20.3% |
| 1Y | +32.9% | -5.3% | +38.2% | +34.3% |
| 3Y | +129.7% | -9.8% | +139.5% | +128.4% |
| 5Y | +89.3% | +9.7% | +79.6% | +68.3% |
| 10Y | +99.1% | +64.5% | +34.6% | +43.9% |
| All | +1,751.8% | +241.9% | +1,509.8% | +807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling