+247.6%
DIA vs VTR
+99.2%
+148.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -2.0% | +1.1% | -3.1% | -2.3% |
| 3M | +3.6% | +7.9% | -4.3% | +1.4% |
| 6M | +11.5% | +6.2% | +5.3% | +9.3% |
| YTD | +10.4% | +17.7% | -7.4% | +5.3% |
| 1Y | +15.6% | +32.9% | -17.3% | +6.7% |
| 3Y | +58.9% | +129.7% | -70.8% | +25.8% |
| 5Y | +65.3% | +89.3% | -24.0% | +35.7% |
| All | +247.6% | +99.2% | +148.4% | +151.1% |
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