+53.4%
VT vs VTR
+95.0%
-41.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -2.3% | +4.7% | -7.0% | -3.3% |
| 30D | -5.0% | +10.9% | -15.8% | -7.3% |
| 3M | -4.9% | -3.2% | -1.7% | -4.3% |
| 6M | -1.5% | +3.7% | -5.2% | -3.1% |
| YTD | +8.5% | +16.8% | -8.3% | +3.1% |
| 1Y | +11.4% | +21.3% | -10.0% | +4.7% |
| 3Y | +70.1% | +119.0% | -49.0% | +30.9% |
| All | +53.4% | +95.0% | -41.6% | +20.0% |
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 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