+358.0%
ALL vs VTR
+100.2%
+257.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -4.3% | -1.8% | -2.5% | -3.8% |
| 30D | -3.6% | +4.0% | -7.6% | -4.7% |
| 3M | +13.2% | +7.8% | +5.4% | +10.6% |
| 6M | +22.5% | +6.4% | +16.1% | +19.9% |
| YTD | +22.7% | +18.3% | +4.4% | +16.3% |
| 1Y | +28.3% | +33.9% | -5.6% | +17.0% |
| 3Y | +152.0% | +134.3% | +17.7% | +93.5% |
| 5Y | +115.4% | +90.3% | +25.2% | +73.3% |
| All | +358.0% | +100.2% | +257.9% | +220.1% |
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