+1,474.1%
VTR vs VMC
+1,687.7%
-213.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.7% | -9.1% | +5.4% | -0.3% |
| 3M | +13.5% | -4.1% | +17.7% | +14.7% |
| 6M | +7.2% | -5.5% | +12.7% | +8.4% |
| YTD | +17.6% | -8.9% | +26.5% | +19.8% |
| 1Y | +35.4% | -12.9% | +48.3% | +39.9% |
| 3Y | +132.8% | +22.1% | +110.7% | +105.7% |
| 5Y | +88.7% | +52.7% | +35.9% | +49.7% |
| 10Y | +87.6% | +152.7% | -65.1% | +17.9% |
| All | +1,474.1% | +1,687.7% | -213.6% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling