+97.8%
VTR vs ACWI
+226.5%
-128.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -2.8% | -0.6% | -2.2% | -2.3% |
| 3M | +9.0% | +4.3% | +4.8% | +4.1% |
| 6M | +5.0% | +12.7% | -7.7% | -7.7% |
| YTD | +16.9% | +13.9% | +3.0% | +1.4% |
| 1Y | +34.3% | +20.5% | +13.8% | +9.5% |
| 3Y | +131.6% | +76.5% | +55.1% | +22.7% |
| 5Y | +88.0% | +67.5% | +20.5% | +4.4% |
| 10Y | +97.8% | +231.8% | -134.1% | -43.2% |
| All | +97.8% | +226.5% | -128.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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