+224.6%
VT vs VTR
+135.2%
+89.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -1.7% | +8.2% | -10.0% | -3.6% |
| 3M | -2.3% | +4.6% | -6.9% | -3.5% |
| 6M | +1.5% | +4.3% | -2.8% | -0.1% |
| YTD | +12.0% | +19.0% | -7.0% | +6.7% |
| 1Y | +12.9% | +21.6% | -8.8% | +6.8% |
| 3Y | +74.9% | +132.2% | -57.2% | +39.8% |
| 5Y | +59.9% | +94.4% | -34.5% | +31.7% |
| 10Y | +224.6% | +133.5% | +91.2% | +135.2% |
| All | +224.6% | +135.2% | +89.5% | +135.2% |
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