+63.8%
DIA vs VTR
+90.0%
-26.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | -3.0% | +4.0% | -7.0% | -3.9% |
| 3M | +4.5% | +7.8% | -3.3% | +2.4% |
| 6M | +9.8% | +6.4% | +3.4% | +7.7% |
| YTD | +9.3% | +18.3% | -9.0% | +4.4% |
| 1Y | +16.0% | +33.9% | -18.0% | +7.1% |
| 3Y | +57.7% | +134.3% | -76.6% | +23.7% |
| 5Y | +63.8% | +90.3% | -26.5% | +32.2% |
| All | +63.8% | +90.0% | -26.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling