+69.4%
F vs VTR
+135.0%
-65.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +1.0% | +3.8% | -2.8% | -0.5% |
| 30D | +2.1% | +10.1% | -8.0% | -1.8% |
| 3M | -10.3% | -1.2% | -9.1% | -10.1% |
| 6M | +3.3% | +4.8% | -1.5% | +0.6% |
| YTD | -2.0% | +18.9% | -20.9% | -9.4% |
| 1Y | -2.3% | +21.8% | -24.1% | -10.7% |
| 3Y | +49.9% | +132.0% | -82.1% | +3.5% |
| 5Y | -12.5% | +94.7% | -107.1% | -35.4% |
| All | +69.4% | +135.0% | -65.5% | +2.6% |
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