+117.0%
AA vs VTR
+99.2%
+17.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -5.8% | +1.1% | -6.9% | -6.3% |
| 3M | -29.9% | +7.9% | -37.8% | -32.9% |
| 6M | -27.0% | +6.2% | -33.2% | -30.2% |
| YTD | -8.7% | +17.7% | -26.4% | -17.0% |
| 1Y | +50.6% | +32.9% | +17.7% | +28.6% |
| 3Y | +74.1% | +129.7% | -55.6% | +12.8% |
| 5Y | +2.6% | +89.3% | -86.7% | -28.2% |
| All | +117.0% | +99.2% | +17.8% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling