+32.9%
VTR vs TRU
-13.7%
+46.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | -0.2% |
| 30D | +1.1% | -2.0% | +3.1% | +1.2% |
| 3M | +7.9% | +18.4% | -10.5% | +7.6% |
| 6M | +6.2% | +8.9% | -2.7% | +5.9% |
| YTD | +17.7% | -8.9% | +26.7% | +17.0% |
| 1Y | +32.9% | -15.9% | +48.8% | +32.6% |
| All | +32.9% | -13.7% | +46.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling