+219.8%
VT vs VTR
+119.4%
+100.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +0.4% | +3.2% | -2.8% | -0.3% |
| 30D | -2.6% | +9.1% | -11.7% | -4.6% |
| 3M | -3.2% | -3.6% | +0.3% | -2.6% |
| 6M | +0.9% | +3.8% | -2.8% | -0.5% |
| YTD | +11.3% | +17.8% | -6.5% | +6.2% |
| 1Y | +14.0% | +20.5% | -6.5% | +8.1% |
| 3Y | +75.8% | +132.4% | -56.6% | +40.5% |
| 5Y | +57.8% | +99.9% | -42.0% | +29.2% |
| 10Y | +219.8% | +124.3% | +95.5% | +132.8% |
| All | +219.8% | +119.4% | +100.4% | +132.8% |
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 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