+1,934.0%
VRT vs VTR
+117.3%
+1,816.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +10.5% | +0.2% | +10.3% | +10.4% |
| 30D | -9.3% | +5.5% | -14.8% | -11.7% |
| 3M | -29.6% | -0.9% | -28.7% | -29.9% |
| 6M | -45.4% | -0.4% | -44.9% | -46.4% |
| YTD | +24.8% | +17.0% | +7.8% | +14.8% |
| 1Y | +23.6% | +18.0% | +5.7% | +13.2% |
| 3Y | +379.7% | +127.4% | +252.3% | +221.4% |
| 5Y | +660.3% | +92.3% | +568.1% | +448.8% |
| All | +1,934.0% | +117.3% | +1,816.6% | +950.2% |
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