+1,003.0%
BE vs VTR
+114.1%
+888.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +7.0% |
| 7D | +9.0% | -0.3% | +9.4% | +9.2% |
| 30D | +16.3% | +1.1% | +15.2% | +15.4% |
| 3M | +10.8% | +7.9% | +2.9% | +3.3% |
| 6M | +73.2% | +6.2% | +67.0% | +62.4% |
| YTD | +217.4% | +17.7% | +199.6% | +179.7% |
| 1Y | +309.8% | +32.9% | +276.9% | +232.3% |
| 3Y | +1,726.2% | +129.7% | +1,596.5% | +948.2% |
| 5Y | +1,306.2% | +89.3% | +1,216.9% | +805.6% |
| All | +1,003.0% | +114.1% | +888.9% | +349.9% |
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