+66.9%
IYR vs VTRS
-48.4%
+115.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -2.7% | +3.3% | -6.0% | -3.3% |
| 3M | -2.1% | +2.0% | -4.1% | -2.7% |
| 6M | +3.6% | +19.9% | -16.4% | -0.5% |
| YTD | +8.1% | +35.7% | -27.6% | +1.1% |
| 1Y | +4.7% | +68.1% | -63.4% | -6.4% |
| 3Y | +29.1% | +87.1% | -58.0% | +10.9% |
| 5Y | +6.9% | +47.6% | -40.7% | -5.9% |
| All | +66.9% | -48.4% | +115.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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