+337.2%
IR vs VTR
+103.6%
+233.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +4.3% | +0.7% | +3.6% | +4.0% |
| 30D | +8.1% | +6.9% | +1.2% | +5.6% |
| 3M | +0.7% | +1.3% | -0.6% | 0.0% |
| 6M | +16.6% | +2.5% | +14.1% | +14.8% |
| YTD | +7.8% | +18.0% | -10.2% | +0.9% |
| 1Y | +9.9% | +19.5% | -9.5% | +2.4% |
| 3Y | +25.2% | +130.2% | -105.0% | -9.1% |
| 5Y | +46.8% | +93.8% | -47.1% | +11.8% |
| All | +337.2% | +103.6% | +233.6% | +172.8% |
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