+1,466.8%
VTR vs SPG
+3,554.7%
-2,087.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.2% | +2.0% | -1.8% | -1.1% |
| 30D | +5.5% | +17.2% | -11.8% | -5.3% |
| 3M | -0.9% | +6.3% | -7.2% | -5.1% |
| 6M | -0.4% | +18.7% | -19.1% | -11.4% |
| YTD | +17.0% | +30.1% | -13.1% | -2.7% |
| 1Y | +18.0% | +32.8% | -14.8% | -3.4% |
| 3Y | +127.4% | +133.6% | -6.2% | +21.8% |
| 5Y | +92.3% | +84.4% | +7.9% | +17.6% |
| 10Y | +129.6% | +114.3% | +15.3% | +11.8% |
| All | +1,466.8% | +3,554.7% | -2,087.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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