+166.9%
VEA vs VTR
+454.1%
-287.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -1.1% | +4.0% | -5.1% | -2.3% |
| 3M | +5.1% | +7.8% | -2.8% | +2.1% |
| 6M | +9.8% | +6.4% | +3.4% | +6.9% |
| YTD | +15.9% | +18.3% | -2.4% | +9.1% |
| 1Y | +24.6% | +33.9% | -9.4% | +12.4% |
| 3Y | +75.5% | +134.3% | -58.8% | +31.0% |
| 5Y | +59.4% | +90.3% | -30.9% | +24.8% |
| 10Y | +160.3% | +100.1% | +60.2% | +78.0% |
| All | +166.9% | +454.1% | -287.2% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling