+1,238.2%
VST vs VTR
+98.0%
+1,140.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +9.9% | -2.4% | +12.3% | +10.7% |
| 30D | +7.9% | -3.7% | +11.7% | +9.1% |
| 3M | +3.4% | +13.5% | -10.1% | -1.8% |
| 6M | -4.1% | +7.2% | -11.3% | -7.2% |
| YTD | -5.7% | +17.6% | -23.3% | -11.7% |
| 1Y | -18.9% | +35.4% | -54.3% | -28.0% |
| 3Y | +359.1% | +132.8% | +226.2% | +229.3% |
| 5Y | +766.9% | +88.7% | +678.2% | +560.3% |
| All | +1,238.2% | +98.0% | +1,140.2% | +799.6% |
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 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