+129.7%
VTR vs VMC
+18.8%
+110.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.3% | -3.8% | +3.5% | +0.2% |
| 30D | +1.1% | -9.7% | +10.8% | +2.5% |
| 3M | +7.9% | -9.6% | +17.5% | +9.2% |
| 6M | +6.2% | -4.8% | +11.0% | +6.5% |
| YTD | +17.7% | -10.9% | +28.6% | +18.6% |
| 1Y | +32.9% | -15.6% | +48.5% | +35.1% |
| 3Y | +129.7% | +19.3% | +110.4% | +110.3% |
| All | +129.7% | +18.8% | +110.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling