+25.1%
USB vs VTR
+102.5%
-77.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +1.4% | +3.8% | -2.4% | 0.0% |
| 30D | +6.4% | +10.1% | -3.7% | +2.5% |
| 3M | -4.5% | -1.2% | -3.3% | -4.3% |
| 6M | +11.4% | +4.8% | +6.6% | +8.5% |
| YTD | +17.1% | +18.9% | -1.8% | +7.8% |
| 1Y | +32.6% | +21.8% | +10.7% | +20.6% |
| 3Y | +101.8% | +132.0% | -30.1% | +32.1% |
| 5Y | +25.1% | +94.7% | -69.5% | -11.7% |
| All | +25.1% | +102.5% | -77.3% | -11.7% |
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