-38.3%
BAX vs VTR
+100.2%
-138.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | -12.4% | +4.0% | -16.4% | -12.9% |
| 3M | +19.1% | +7.8% | +11.3% | +17.4% |
| 6M | +38.6% | +6.4% | +32.3% | +36.9% |
| YTD | +26.7% | +18.3% | +8.4% | +23.1% |
| 1Y | +1.0% | +33.9% | -32.9% | -3.9% |
| 3Y | -33.9% | +134.3% | -168.2% | -42.4% |
| 5Y | -67.0% | +90.3% | -157.3% | -70.7% |
| All | -38.3% | +100.2% | -138.5% | -39.9% |
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