+128.1%
VTR vs Z
-37.2%
+165.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -2.9% | -7.1% | +4.1% | -2.4% |
| 30D | -2.8% | -4.8% | +2.0% | -2.6% |
| 3M | +9.0% | -9.3% | +18.4% | +9.5% |
| 6M | +5.0% | -29.0% | +33.9% | +7.3% |
| YTD | +16.9% | -52.9% | +69.8% | +23.9% |
| 1Y | +34.3% | -63.1% | +97.4% | +46.1% |
| All | +128.1% | -37.2% | +165.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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