+379.1%
V vs VTR
+99.2%
+280.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +3.1% | +1.1% | +2.0% | +2.8% |
| 3M | +16.3% | +7.9% | +8.4% | +13.7% |
| 6M | +20.4% | +6.2% | +14.2% | +17.9% |
| YTD | +6.3% | +17.7% | -11.5% | +1.0% |
| 1Y | +8.7% | +32.9% | -24.2% | -0.3% |
| 3Y | +53.3% | +129.7% | -76.4% | +19.1% |
| 5Y | +71.1% | +89.3% | -18.2% | +38.2% |
| All | +379.1% | +99.2% | +280.0% | +242.9% |
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