+953.6%
VRT vs VTR
+88.4%
+865.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | +2.4% | -2.9% | +5.3% | +3.5% |
| 30D | -2.7% | -2.8% | +0.1% | -1.8% |
| 3M | -9.2% | +9.0% | -18.2% | -13.5% |
| 6M | -0.5% | +5.0% | -5.5% | -4.1% |
| YTD | +62.3% | +16.9% | +45.4% | +49.5% |
| 1Y | +109.6% | +34.3% | +75.3% | +80.3% |
| 3Y | +573.1% | +131.6% | +441.5% | +301.2% |
| 5Y | +953.6% | +88.0% | +865.6% | +611.2% |
| All | +953.6% | +88.4% | +865.2% | +611.2% |
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 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