+154.8%
SO vs VTR
+100.2%
+54.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -3.7% | +4.0% | -7.8% | -4.8% |
| 3M | -5.9% | +7.8% | -13.7% | -8.0% |
| 6M | -7.3% | +6.4% | -13.7% | -9.1% |
| YTD | +3.1% | +18.3% | -15.2% | -1.8% |
| 1Y | -1.0% | +33.9% | -34.9% | -8.9% |
| 3Y | +43.2% | +134.3% | -91.1% | +13.0% |
| 5Y | +59.1% | +90.3% | -31.2% | +30.5% |
| All | +154.8% | +100.2% | +54.6% | +114.7% |
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