-18.9%
VST vs VTR
+36.7%
-55.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.6% |
| 7D | +9.9% | -2.4% | +12.3% | +9.6% |
| 30D | +7.9% | -3.7% | +11.7% | +7.4% |
| 3M | +3.4% | +13.5% | -10.1% | +2.2% |
| 6M | -4.1% | +7.2% | -11.3% | -4.2% |
| YTD | -5.7% | +17.6% | -23.3% | -4.2% |
| 1Y | -18.9% | +35.4% | -54.3% | -13.4% |
| All | -18.9% | +36.7% | -55.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling