-35.7%
U vs VTR
+151.8%
-187.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -1.3% | +1.1% | -2.4% | -1.7% |
| 3M | +64.6% | +7.9% | +56.7% | +58.6% |
| 6M | +119.4% | +6.2% | +113.2% | +111.7% |
| YTD | -0.5% | +17.7% | -18.2% | -8.5% |
| 1Y | +1.3% | +32.9% | -31.6% | -12.2% |
| 3Y | +15.6% | +129.7% | -114.1% | -23.3% |
| 5Y | -67.5% | +89.3% | -156.8% | -77.8% |
| All | -35.7% | +151.8% | -187.4% | -50.6% |
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