+66.9%
T vs VTR
+100.2%
-33.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | +4.3% | +4.0% | +0.3% | +3.3% |
| 3M | +11.6% | +7.8% | +3.7% | +9.5% |
| 6M | -5.6% | +6.4% | -11.9% | -7.1% |
| YTD | +6.6% | +18.3% | -11.8% | +2.2% |
| 1Y | -8.4% | +33.9% | -42.3% | -14.7% |
| 3Y | +107.8% | +134.3% | -26.5% | +69.5% |
| 5Y | +68.3% | +90.3% | -22.0% | +42.1% |
| All | +66.9% | +100.2% | -33.3% | +30.0% |
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