+2,397.0%
VRT vs VTR
+119.7%
+2,277.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.1% |
| 7D | -7.7% | -1.8% | -5.9% | -7.1% |
| 30D | -12.0% | +4.0% | -16.0% | -13.4% |
| 3M | -11.7% | +7.8% | -19.5% | -15.2% |
| 6M | -8.1% | +6.4% | -14.4% | -11.7% |
| YTD | +53.2% | +18.3% | +34.9% | +41.3% |
| 1Y | +81.7% | +33.9% | +47.7% | +58.4% |
| 3Y | +535.3% | +134.3% | +401.0% | +322.2% |
| 5Y | +916.4% | +90.3% | +826.1% | +640.0% |
| All | +2,397.0% | +119.7% | +2,277.3% | +1,192.8% |
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