+87.9%
VTR vs Z
+25.1%
+62.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -1.7% | -3.0% | +1.3% | -1.2% |
| 30D | -2.4% | -4.2% | +1.7% | -2.0% |
| 3M | +14.8% | -3.7% | +18.5% | +14.8% |
| 6M | +5.3% | -24.5% | +29.8% | +9.2% |
| YTD | +18.1% | -49.3% | +67.4% | +30.4% |
| 1Y | +36.7% | -58.7% | +95.4% | +55.6% |
| 3Y | +130.1% | -34.1% | +164.2% | +131.2% |
| 5Y | +89.5% | -64.5% | +154.0% | +101.9% |
| 10Y | +87.4% | -0.5% | +87.9% | +41.5% |
| All | +87.9% | +25.1% | +62.8% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling