+114.1%
DT vs VTR
+74.7%
+39.4%
-61.8%
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% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +3.0% | +1.1% | +1.9% | +2.7% |
| 3M | +26.5% | +7.9% | +18.6% | +23.5% |
| 6M | +35.9% | +6.2% | +29.8% | +32.6% |
| YTD | +17.8% | +17.7% | +0.1% | +11.3% |
| 1Y | +4.1% | +32.9% | -28.8% | -5.4% |
| 3Y | +5.3% | +129.7% | -124.4% | -20.3% |
| 5Y | -27.2% | +89.3% | -116.5% | -42.3% |
| All | +114.1% | +74.7% | +39.4% | +72.3% |
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