+67.3%
F vs VTR
+130.3%
-63.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | 0.0% | +5.5% | -5.4% | -2.1% |
| 3M | -13.2% | -0.9% | -12.3% | -13.0% |
| 6M | -10.2% | -0.4% | -9.8% | -10.8% |
| YTD | -4.9% | +17.0% | -22.0% | -11.6% |
| 1Y | -6.1% | +18.0% | -24.0% | -13.1% |
| 3Y | +46.0% | +127.4% | -81.4% | +1.5% |
| 5Y | -15.7% | +92.3% | -108.0% | -37.6% |
| All | +67.3% | +130.3% | -63.0% | +0.8% |
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