+1,481.1%
VTR vs SPY
+1,459.0%
+22.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +14.8% | +2.0% | +12.8% | +12.0% |
| 6M | +5.3% | +13.0% | -7.7% | -6.4% |
| YTD | +18.1% | +13.5% | +4.5% | +4.3% |
| 1Y | +36.7% | +20.0% | +16.7% | +14.5% |
| 3Y | +130.1% | +77.2% | +52.9% | +31.7% |
| 5Y | +89.5% | +81.9% | +7.6% | +4.2% |
| 10Y | +87.4% | +314.1% | -226.7% | -49.0% |
| All | +1,481.1% | +1,459.0% | +22.0% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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