+89.2%
USB vs VTR
+119.4%
-30.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +0.8% | +3.2% | -2.4% | -0.4% |
| 30D | +6.8% | +9.1% | -2.3% | +3.2% |
| 3M | -3.8% | -3.6% | -0.2% | -2.7% |
| 6M | +11.7% | +3.8% | +8.0% | +9.4% |
| YTD | +17.5% | +17.8% | -0.3% | +9.1% |
| 1Y | +33.8% | +20.5% | +13.2% | +23.0% |
| 3Y | +104.2% | +132.4% | -28.2% | +42.3% |
| 5Y | +26.4% | +99.9% | -73.5% | -7.8% |
| 10Y | +89.2% | +124.3% | -35.1% | +15.0% |
| All | +89.2% | +119.4% | -30.2% | +15.0% |
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