+216.9%
B vs VTR
+132.2%
+84.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.0% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -6.6% | +6.9% | -13.5% | -7.5% |
| 3M | -7.9% | +1.3% | -9.2% | -8.1% |
| 6M | -16.8% | +2.5% | -19.3% | -17.3% |
| YTD | -11.7% | +18.0% | -29.7% | -14.0% |
| 1Y | +3.5% | +19.5% | -16.0% | +0.6% |
| 3Y | +165.7% | +130.2% | +35.5% | +136.4% |
| 5Y | +108.4% | +93.8% | +14.6% | +87.2% |
| All | +216.9% | +132.2% | +84.7% | +182.7% |
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