+800.0%
VGT vs VTR
+99.2%
+700.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.4% | +1.1% | -1.5% | -0.7% |
| 3M | +4.4% | +7.9% | -3.5% | +2.2% |
| 6M | +32.1% | +6.2% | +25.9% | +29.4% |
| YTD | +28.8% | +17.7% | +11.1% | +23.1% |
| 1Y | +35.3% | +32.9% | +2.5% | +25.4% |
| 3Y | +124.8% | +129.7% | -4.9% | +80.4% |
| 5Y | +137.9% | +89.3% | +48.6% | +97.7% |
| All | +800.0% | +99.2% | +700.8% | +578.4% |
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 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