+86.2%
VTR vs Z
+7.8%
+78.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.4% |
| 7D | +0.2% | +0.8% | -0.7% | 0.0% |
| 30D | +5.5% | +5.2% | +0.3% | +4.2% |
| 3M | -0.9% | -17.0% | +16.1% | +1.4% |
| 6M | -0.4% | -22.7% | +22.2% | +2.6% |
| YTD | +17.0% | -56.3% | +73.3% | +31.6% |
| 1Y | +18.0% | -57.7% | +75.6% | +33.0% |
| 3Y | +127.4% | -16.5% | +143.9% | +116.5% |
| 5Y | +92.3% | -53.4% | +145.7% | +94.6% |
| 10Y | +129.6% | -15.9% | +145.5% | +76.8% |
| All | +86.2% | +7.8% | +78.4% | +33.7% |
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