+227.5%
LOW vs VTR
+99.2%
+128.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -8.9% | +1.1% | -10.0% | -9.2% |
| 3M | -10.4% | +7.9% | -18.3% | -12.8% |
| 6M | -19.4% | +6.2% | -25.6% | -21.3% |
| YTD | -17.1% | +17.7% | -34.8% | -21.7% |
| 1Y | -26.3% | +32.9% | -59.2% | -33.1% |
| 3Y | -9.9% | +129.7% | -139.6% | -32.0% |
| 5Y | +6.1% | +89.3% | -83.2% | -16.3% |
| All | +227.5% | +99.2% | +128.3% | +107.0% |
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