+1,381.0%
NET vs VTR
+65.5%
+1,315.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.8% |
| 7D | -16.4% | +10.0% | -26.4% | -17.1% |
| 30D | -25.8% | +9.6% | -35.5% | -26.5% |
| 3M | -11.5% | -1.2% | -10.3% | -11.5% |
| 6M | +18.9% | +2.8% | +16.1% | +18.2% |
| YTD | +35.2% | +17.4% | +17.8% | +32.2% |
| 1Y | +14.5% | +22.0% | -7.5% | +11.3% |
| 3Y | +313.8% | +121.1% | +192.7% | +273.8% |
| 5Y | +32.6% | +99.3% | -66.8% | +20.1% |
| All | +1,381.0% | +65.5% | +1,315.5% | +1,427.6% |
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