+129.7%
VTR vs USFR
+14.1%
+115.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | +1.1% | +0.4% | +0.7% | +0.2% |
| 3M | +7.9% | +1.0% | +6.9% | +5.5% |
| 6M | +6.2% | +2.0% | +4.2% | +2.5% |
| YTD | +17.7% | +2.8% | +15.0% | +12.3% |
| 1Y | +32.9% | +4.1% | +28.8% | +24.1% |
| 3Y | +129.7% | +14.1% | +115.5% | +110.2% |
| All | +129.7% | +14.1% | +115.5% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling