+377.4%
VT vs VTR
+309.9%
+67.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | +1.0% | -2.4% | +3.4% | +1.6% |
| 3M | +2.4% | +14.8% | -12.4% | -2.5% |
| 6M | +12.0% | +5.3% | +6.7% | +9.4% |
| YTD | +15.3% | +18.1% | -2.8% | +8.6% |
| 1Y | +22.6% | +36.7% | -14.1% | +10.0% |
| 3Y | +74.7% | +130.1% | -55.4% | +31.1% |
| 5Y | +66.1% | +89.5% | -23.4% | +30.3% |
| 10Y | +225.0% | +87.4% | +137.6% | +128.5% |
| All | +377.4% | +309.9% | +67.5% | +122.3% |
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