+195.5%
W vs VTR
+110.3%
+85.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +3.2% | +6.9% | -3.7% | 0.0% |
| 3M | +8.3% | +1.3% | +7.0% | +7.3% |
| 6M | +84.3% | +2.5% | +81.8% | +79.9% |
| YTD | +11.0% | +18.0% | -7.0% | +0.9% |
| 1Y | -0.2% | +19.5% | -19.7% | -10.0% |
| 3Y | +157.9% | +130.2% | +27.7% | +67.2% |
| 5Y | -56.8% | +93.8% | -150.6% | -69.4% |
| 10Y | +212.2% | +131.5% | +80.7% | +60.2% |
| All | +195.5% | +110.3% | +85.3% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling