+91.7%
USB vs VTR
+110.1%
-18.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -1.7% |
| 30D | +5.8% | +10.9% | -5.0% | +1.7% |
| 3M | -6.0% | -3.2% | -2.7% | -5.0% |
| 6M | +7.8% | +3.7% | +4.1% | +5.5% |
| YTD | +14.6% | +16.8% | -2.2% | +6.8% |
| 1Y | +31.8% | +21.3% | +10.4% | +20.9% |
| 3Y | +91.5% | +119.0% | -27.5% | +36.8% |
| 5Y | +22.0% | +94.0% | -71.9% | -9.9% |
| All | +91.7% | +110.1% | -18.3% | +15.7% |
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 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