+142.1%
CI vs VTR
+99.2%
+43.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +1.8% | +1.1% | +0.7% | +1.5% |
| 3M | -4.2% | +7.9% | -12.1% | -6.3% |
| 6M | +8.8% | +6.2% | +2.7% | +6.9% |
| YTD | +3.7% | +17.7% | -14.0% | -0.9% |
| 1Y | -6.1% | +32.9% | -39.0% | -13.6% |
| 3Y | +4.5% | +129.7% | -125.2% | -18.2% |
| 5Y | +50.5% | +89.3% | -38.8% | +22.3% |
| All | +142.1% | +99.2% | +43.0% | +70.9% |
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