+1,115.2%
DIA vs VTR
+2,572.8%
-1,457.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.1% | -2.4% | +2.4% | +0.5% |
| 30D | -2.1% | -3.7% | +1.7% | -1.4% |
| 3M | +4.2% | +13.5% | -9.4% | +1.3% |
| 6M | +11.9% | +7.2% | +4.7% | +9.9% |
| YTD | +10.8% | +17.6% | -6.7% | +6.8% |
| 1Y | +17.5% | +35.4% | -17.9% | +9.8% |
| 3Y | +59.9% | +132.8% | -72.9% | +32.8% |
| 5Y | +64.1% | +88.7% | -24.5% | +40.7% |
| 10Y | +246.2% | +87.6% | +158.6% | +176.9% |
| All | +1,115.2% | +2,572.8% | -1,457.6% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling