+88.0%
VTR vs Z
-65.8%
+153.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -2.9% | -7.1% | +4.1% | -2.2% |
| 30D | -2.8% | -4.8% | +2.0% | -2.5% |
| 3M | +9.0% | -9.3% | +18.4% | +9.7% |
| 6M | +5.0% | -29.0% | +33.9% | +8.0% |
| YTD | +16.9% | -52.9% | +69.8% | +25.6% |
| 1Y | +34.3% | -63.1% | +97.4% | +48.2% |
| 3Y | +131.6% | -36.9% | +168.4% | +131.5% |
| 5Y | +88.0% | -65.5% | +153.5% | +74.9% |
| All | +88.0% | -65.8% | +153.8% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling