+1,216.9%
VST vs VTR
+98.9%
+1,118.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | +8.9% | -1.7% | +10.6% | +9.5% |
| 30D | +6.2% | -2.4% | +8.6% | +6.9% |
| 3M | -2.7% | +14.8% | -17.5% | -8.0% |
| 6M | -8.4% | +5.3% | -13.7% | -10.8% |
| YTD | -7.2% | +18.1% | -25.3% | -13.2% |
| 1Y | -20.9% | +36.7% | -57.6% | -30.0% |
| 3Y | +384.0% | +130.1% | +253.9% | +248.7% |
| 5Y | +757.1% | +89.5% | +667.6% | +551.9% |
| All | +1,216.9% | +98.9% | +1,118.0% | +784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling