+294.7%
C vs VTR
+87.8%
+206.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.6% | -2.9% | +5.5% | +3.9% |
| 30D | +1.9% | -2.8% | +4.7% | +3.0% |
| 3M | +2.8% | +9.0% | -6.2% | -1.7% |
| 6M | +30.6% | +5.0% | +25.6% | +26.3% |
| YTD | +19.9% | +16.9% | +2.9% | +10.4% |
| 1Y | +44.6% | +34.3% | +10.3% | +24.9% |
| 3Y | +272.1% | +131.6% | +140.6% | +146.0% |
| 5Y | +132.0% | +88.0% | +44.0% | +64.9% |
| 10Y | +294.7% | +97.8% | +196.9% | +109.0% |
| All | +294.7% | +87.8% | +206.9% | +109.0% |
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