+36.7%
VTR vs VMC
-8.5%
+45.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -1.7% | -4.3% | +2.7% | -1.5% |
| 30D | -2.4% | -8.2% | +5.8% | -2.2% |
| 3M | +14.8% | -7.0% | +21.8% | +15.1% |
| 6M | +5.3% | -10.8% | +16.1% | +5.5% |
| YTD | +18.1% | -7.4% | +25.5% | +18.6% |
| 1Y | +36.7% | -9.5% | +46.2% | +36.1% |
| All | +36.7% | -8.5% | +45.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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