+35.3%
W vs VTR
+131.3%
-96.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +5.9% | -2.9% | +8.8% | +7.0% |
| 30D | -3.0% | -2.8% | -0.2% | -2.2% |
| 3M | +40.3% | +9.0% | +31.3% | +33.7% |
| 6M | +32.2% | +5.0% | +27.3% | +27.9% |
| YTD | -0.3% | +16.9% | -17.2% | -9.0% |
| 1Y | +16.2% | +34.3% | -18.1% | -3.0% |
| All | +35.3% | +131.3% | -96.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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