+608.4%
VST vs VTR
+92.3%
+516.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | -12.4% | +5.5% | -17.8% | -13.5% |
| 3M | -9.0% | -0.9% | -8.1% | -9.0% |
| 6M | -6.4% | -0.4% | -6.0% | -7.1% |
| YTD | -17.2% | +17.0% | -34.2% | -21.4% |
| 1Y | -22.0% | +18.0% | -40.0% | -26.2% |
| 3Y | +296.7% | +127.4% | +169.3% | +199.7% |
| All | +608.4% | +92.3% | +516.1% | +463.8% |
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