+265.2%
SU vs VTR
+99.2%
+166.0%
-73.7%
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% | 0.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +8.4% | +1.1% | +7.3% | +8.0% |
| 3M | +12.1% | +7.9% | +4.2% | +8.3% |
| 6M | +19.7% | +6.2% | +13.5% | +15.7% |
| YTD | +58.4% | +17.7% | +40.7% | +46.7% |
| 1Y | +67.2% | +32.9% | +34.3% | +47.0% |
| 3Y | +125.0% | +129.7% | -4.6% | +53.3% |
| 5Y | +355.1% | +89.3% | +265.7% | +228.7% |
| All | +265.2% | +99.2% | +166.0% | +116.2% |
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