+1,205.2%
VST vs VTR
+119.4%
+1,085.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | -0.5% | +3.2% | -3.7% | -1.6% |
| 30D | -17.1% | +9.1% | -26.1% | -19.7% |
| 3M | -4.6% | -3.6% | -1.0% | -4.1% |
| 6M | -9.1% | +3.8% | -12.8% | -11.5% |
| YTD | -16.6% | +17.8% | -34.4% | -22.3% |
| 1Y | -29.5% | +20.5% | -50.0% | -34.9% |
| 3Y | +297.5% | +132.4% | +165.1% | +185.2% |
| 5Y | +654.5% | +99.9% | +554.7% | +461.4% |
| 10Y | +1,205.2% | +124.3% | +1,080.9% | +726.3% |
| All | +1,205.2% | +119.4% | +1,085.8% | +726.3% |
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