+303.4%
CME vs VTR
+130.3%
+173.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +3.9% | +0.2% | +3.8% | +3.9% |
| 30D | +11.3% | +5.5% | +5.9% | +9.8% |
| 3M | +19.6% | -0.9% | +20.5% | +19.7% |
| 6M | +8.1% | -0.4% | +8.5% | +7.8% |
| YTD | +20.4% | +17.0% | +3.4% | +15.1% |
| 1Y | +16.5% | +18.0% | -1.5% | +11.1% |
| 3Y | +66.4% | +127.4% | -60.9% | +32.4% |
| 5Y | +74.5% | +92.3% | -17.8% | +42.3% |
| All | +303.4% | +130.3% | +173.1% | +190.7% |
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