+1,278.0%
AAPL vs VTR
+99.2%
+1,178.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | +9.9% | +1.1% | +8.8% | +9.7% |
| 3M | +12.5% | +7.9% | +4.6% | +10.5% |
| 6M | +27.6% | +6.2% | +21.5% | +25.6% |
| YTD | +22.6% | +17.7% | +4.8% | +17.9% |
| 1Y | +45.0% | +32.9% | +12.1% | +35.6% |
| 3Y | +87.8% | +129.7% | -41.9% | +54.3% |
| 5Y | +128.7% | +89.3% | +39.4% | +93.9% |
| All | +1,278.0% | +99.2% | +1,178.8% | +974.2% |
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