+89.2%
TER vs VTR
+94.8%
-5.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | +1.4% | +4.5% | +5.6% |
| 30D | -30.8% | +8.2% | -39.0% | -32.4% |
| 3M | -29.9% | +4.6% | -34.6% | -31.0% |
| 6M | -27.5% | +4.3% | -31.8% | -29.8% |
| YTD | +37.5% | +19.0% | +18.5% | +25.9% |
| 1Y | +50.3% | +21.6% | +28.6% | +36.3% |
| 3Y | +204.9% | +132.2% | +72.7% | +97.2% |
| 5Y | +89.2% | +94.4% | -5.2% | +31.7% |
| All | +89.2% | +94.8% | -5.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling