+688.8%
VRT vs VTR
+92.5%
+596.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +18.6% | +0.7% | +17.9% | +18.4% |
| 30D | -11.7% | +6.9% | -18.6% | -14.2% |
| 3M | -27.3% | +1.3% | -28.6% | -28.0% |
| 6M | -42.9% | +2.5% | -45.3% | -44.5% |
| YTD | +29.5% | +18.0% | +11.5% | +18.1% |
| 1Y | +21.0% | +19.5% | +1.6% | +9.6% |
| 3Y | +403.1% | +130.2% | +272.9% | +196.6% |
| 5Y | +688.8% | +93.8% | +595.0% | +434.6% |
| All | +688.8% | +92.5% | +596.3% | +434.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling