+651.5%
ADI vs VTR
+99.2%
+552.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | -1.2% | +1.1% | -2.3% | -1.5% |
| 3M | -7.8% | +7.9% | -15.7% | -10.4% |
| 6M | +19.3% | +6.2% | +13.2% | +16.2% |
| YTD | +40.9% | +17.7% | +23.2% | +32.9% |
| 1Y | +54.5% | +32.9% | +21.6% | +40.2% |
| 3Y | +123.4% | +129.7% | -6.3% | +70.3% |
| 5Y | +142.3% | +89.3% | +53.0% | +92.8% |
| All | +651.5% | +99.2% | +552.3% | +387.7% |
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