+66.6%
VT vs VTR
+86.5%
-19.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | +1.0% | -2.4% | +3.4% | +1.5% |
| 3M | +2.4% | +14.8% | -12.4% | -1.7% |
| 6M | +12.0% | +5.3% | +6.7% | +9.9% |
| YTD | +15.3% | +18.1% | -2.8% | +9.6% |
| 1Y | +22.6% | +36.7% | -14.1% | +11.5% |
| 3Y | +74.7% | +130.1% | -55.4% | +33.5% |
| All | +66.6% | +86.5% | -19.9% | +30.5% |
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