+199.9%
B vs VTR
+100.2%
+99.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | +8.7% | +4.0% | +4.7% | +8.1% |
| 3M | +17.3% | +7.8% | +9.5% | +15.9% |
| 6M | -5.0% | +6.4% | -11.4% | -6.1% |
| YTD | +1.4% | +18.3% | -16.9% | -1.2% |
| 1Y | +50.5% | +33.9% | +16.6% | +43.8% |
| 3Y | +194.4% | +134.3% | +60.0% | +160.7% |
| 5Y | +156.7% | +90.3% | +66.4% | +130.5% |
| All | +199.9% | +100.2% | +99.7% | +188.0% |
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