+103.0%
VTR vs TRU
+226.0%
-123.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -2.9% | -6.5% | +3.6% | -0.8% |
| 30D | -2.8% | -2.5% | -0.3% | -2.2% |
| 3M | +9.0% | +10.4% | -1.3% | +4.6% |
| 6M | +5.0% | +1.6% | +3.3% | +2.8% |
| YTD | +16.9% | -9.7% | +26.6% | +18.1% |
| 1Y | +34.3% | -17.3% | +51.5% | +38.8% |
| 3Y | +131.6% | -1.8% | +133.4% | +107.0% |
| 5Y | +88.0% | -36.2% | +124.2% | +100.1% |
| 10Y | +97.8% | +143.2% | -45.5% | +37.3% |
| All | +103.0% | +226.0% | -123.1% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling