-74.1%
OPEN vs VTR
+186.5%
-260.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.3% |
| 7D | -10.5% | -1.8% | -8.7% | -9.7% |
| 30D | -21.8% | +4.0% | -25.8% | -23.4% |
| 3M | -37.5% | +7.8% | -45.3% | -40.9% |
| 6M | -44.1% | +6.4% | -50.5% | -47.2% |
| YTD | -52.0% | +18.3% | -70.3% | -57.7% |
| 1Y | -52.2% | +33.9% | -86.2% | -61.4% |
| 3Y | -25.9% | +134.3% | -160.2% | -59.4% |
| 5Y | -85.1% | +90.3% | -175.3% | -90.9% |
| All | -74.1% | +186.5% | -260.6% | -83.8% |
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