+3,476.8%
STX vs VTR
+100.2%
+3,376.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -2.9% |
| 7D | +8.0% | -1.8% | +9.8% | +8.3% |
| 30D | +5.1% | +4.0% | +1.1% | +4.2% |
| 3M | +5.8% | +7.8% | -2.1% | +3.2% |
| 6M | +124.9% | +6.4% | +118.6% | +119.5% |
| YTD | +213.9% | +18.3% | +195.6% | +198.4% |
| 1Y | +350.4% | +33.9% | +316.5% | +314.8% |
| 3Y | +1,314.2% | +134.3% | +1,179.9% | +1,031.5% |
| 5Y | +1,092.8% | +90.3% | +1,002.5% | +889.1% |
| All | +3,476.8% | +100.2% | +3,376.6% | +2,636.2% |
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