+209.8%
RF vs VTR
+132.2%
+77.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | 0.0% |
| 30D | +5.6% | +6.9% | -1.4% | +2.3% |
| 3M | -8.9% | +1.3% | -10.2% | -9.6% |
| 6M | +7.1% | +2.5% | +4.6% | +4.9% |
| YTD | +8.3% | +18.0% | -9.7% | -0.9% |
| 1Y | +16.8% | +19.5% | -2.6% | +6.1% |
| 3Y | +115.0% | +130.2% | -15.2% | +40.8% |
| 5Y | +46.4% | +93.8% | -47.4% | +2.0% |
| All | +209.8% | +132.2% | +77.6% | +61.4% |
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