+84.1%
F vs VTR
+87.8%
-3.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -4.9% | -2.9% | -2.0% | -3.8% |
| 30D | -2.9% | -2.8% | -0.1% | -2.0% |
| 3M | -9.1% | +9.0% | -18.1% | -12.5% |
| 6M | +12.9% | +5.0% | +8.0% | +10.0% |
| YTD | +6.1% | +16.9% | -10.9% | -1.1% |
| 1Y | +22.5% | +34.3% | -11.8% | +7.7% |
| 3Y | +32.1% | +131.6% | -99.5% | -8.5% |
| 5Y | +43.7% | +88.0% | -44.3% | +7.5% |
| 10Y | +84.1% | +97.8% | -13.6% | +14.3% |
| All | +84.1% | +87.8% | -3.7% | +14.3% |
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