+924.9%
VLO vs VTR
+99.2%
+825.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +18.2% | +1.1% | +17.1% | +17.6% |
| 3M | +53.3% | +7.9% | +45.4% | +47.2% |
| 6M | +70.4% | +6.2% | +64.3% | +63.7% |
| YTD | +143.4% | +17.7% | +125.7% | +122.2% |
| 1Y | +153.0% | +32.9% | +120.1% | +117.4% |
| 3Y | +195.0% | +129.7% | +65.3% | +89.1% |
| 5Y | +618.8% | +89.3% | +529.5% | +391.0% |
| All | +924.9% | +99.2% | +825.7% | +421.7% |
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