-27.1%
RKT vs VTR
+189.4%
-216.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -6.3% | -0.3% | -5.9% | -6.1% |
| 30D | -6.2% | +1.1% | -7.3% | -6.7% |
| 3M | -1.9% | +7.9% | -9.8% | -6.9% |
| 6M | -13.0% | +6.2% | -19.2% | -16.9% |
| YTD | -31.9% | +17.7% | -49.6% | -39.0% |
| 1Y | -37.6% | +32.9% | -70.5% | -48.2% |
| 3Y | +36.8% | +129.7% | -92.9% | -18.6% |
| 5Y | -9.7% | +89.3% | -99.1% | -42.0% |
| All | -27.1% | +189.4% | -216.5% | -63.2% |
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