+1,481.1%
VTR vs SPG
+3,150.6%
-1,669.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -1.7% | -2.4% | +0.7% | -0.1% |
| 30D | -2.4% | -6.8% | +4.4% | +2.3% |
| 3M | +14.8% | +2.7% | +12.1% | +12.7% |
| 6M | +5.3% | +5.5% | -0.1% | +1.2% |
| YTD | +18.1% | +15.7% | +2.4% | +6.3% |
| 1Y | +36.7% | +20.9% | +15.8% | +19.1% |
| 3Y | +130.1% | +112.4% | +17.7% | +31.5% |
| 5Y | +89.5% | +101.4% | -11.9% | +8.0% |
| 10Y | +87.4% | +60.6% | +26.7% | +11.6% |
| All | +1,481.1% | +3,150.6% | -1,669.6% | +62.7% |
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