+338.5%
RF vs VTR
+87.8%
+250.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +1.2% |
| 30D | -4.0% | -2.8% | -1.2% | -3.0% |
| 3M | +5.6% | +9.0% | -3.4% | +1.0% |
| 6M | +13.1% | +5.0% | +8.1% | +9.6% |
| YTD | +13.6% | +16.9% | -3.4% | +4.6% |
| 1Y | +16.0% | +34.3% | -18.3% | -0.1% |
| 3Y | +90.2% | +131.6% | -41.4% | +24.9% |
| 5Y | +87.0% | +88.0% | -1.0% | +32.6% |
| 10Y | +338.5% | +97.8% | +240.7% | +129.9% |
| All | +338.5% | +87.8% | +250.7% | +129.9% |
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