+216.7%
CTVA vs VTR
+81.3%
+135.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +11.3% | +1.1% | +10.2% | +11.0% |
| 3M | +12.3% | +7.9% | +4.4% | +9.5% |
| 6M | +7.2% | +6.2% | +1.0% | +4.8% |
| YTD | +26.0% | +17.7% | +8.3% | +19.2% |
| 1Y | +16.0% | +32.9% | -16.9% | +5.5% |
| 3Y | +73.9% | +129.7% | -55.8% | +32.3% |
| 5Y | +103.8% | +89.3% | +14.5% | +61.2% |
| All | +216.7% | +81.3% | +135.4% | +119.8% |
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