+84.5%
VTR vs TRU
-35.6%
+120.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.3% | -2.7% | +2.4% | +0.2% |
| 30D | +1.1% | -2.0% | +3.1% | +1.4% |
| 3M | +7.9% | +18.4% | -10.5% | +4.2% |
| 6M | +6.2% | +8.9% | -2.7% | +3.7% |
| YTD | +17.7% | -8.9% | +26.7% | +18.5% |
| 1Y | +32.9% | -15.9% | +48.8% | +35.6% |
| 3Y | +129.7% | -1.1% | +130.8% | +118.3% |
| All | +84.5% | -35.6% | +120.1% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling