+1,002.6%
VST vs VTR
+96.7%
+905.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.7% |
| 7D | -9.8% | +4.7% | -14.5% | -11.3% |
| 30D | -25.1% | +10.9% | -36.0% | -28.0% |
| 3M | -11.6% | -3.2% | -8.4% | -11.2% |
| 6M | -20.9% | +3.7% | -24.6% | -23.0% |
| YTD | -22.3% | +16.8% | -39.1% | -27.5% |
| 1Y | -32.0% | +21.3% | -53.3% | -37.4% |
| 3Y | +262.4% | +119.0% | +143.3% | +165.0% |
| 5Y | +563.4% | +94.0% | +469.4% | +398.0% |
| 10Y | +1,120.7% | +112.3% | +1,008.4% | +679.3% |
| All | +1,002.6% | +96.7% | +905.8% | +638.8% |
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 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