+267.4%
RTX vs VTR
+130.3%
+137.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | +6.5% | +5.5% | +1.0% | +4.4% |
| 3M | -9.6% | -0.9% | -8.7% | -9.5% |
| 6M | +12.3% | -0.4% | +12.7% | +11.9% |
| YTD | +9.5% | +17.0% | -7.6% | +2.6% |
| 1Y | +15.8% | +18.0% | -2.1% | +8.2% |
| 3Y | +157.0% | +127.4% | +29.6% | +84.8% |
| 5Y | +148.8% | +92.3% | +56.5% | +86.3% |
| All | +267.4% | +130.3% | +137.1% | +121.4% |
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