-12.1%
DOW vs VTR
+97.2%
-109.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -3.9% | +1.1% | -5.0% | -4.3% |
| 3M | -12.7% | +7.9% | -20.6% | -15.6% |
| 6M | -13.7% | +6.2% | -19.8% | -16.5% |
| YTD | +28.4% | +17.7% | +10.7% | +19.1% |
| 1Y | +21.8% | +32.9% | -11.1% | +7.1% |
| 3Y | -35.7% | +129.7% | -165.4% | -55.5% |
| 5Y | -36.8% | +89.3% | -126.1% | -53.6% |
| All | -12.1% | +97.2% | -109.2% | -41.7% |
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