+215.4%
ADSK vs VTR
+99.2%
+116.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -14.9% | +1.1% | -16.0% | -15.1% |
| 3M | +3.3% | +7.9% | -4.6% | +1.0% |
| 6M | -15.7% | +6.2% | -21.8% | -17.5% |
| YTD | -28.2% | +17.7% | -46.0% | -32.1% |
| 1Y | -34.5% | +32.9% | -67.4% | -40.4% |
| 3Y | -2.9% | +129.7% | -132.6% | -26.0% |
| 5Y | -25.3% | +89.3% | -114.6% | -40.3% |
| All | +215.4% | +99.2% | +116.2% | +125.3% |
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 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