+96.3%
VTR vs BB
+1.6%
+94.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +1.1% | -12.5% | +13.6% | +2.5% |
| 3M | +7.9% | -17.4% | +25.3% | +9.1% |
| 6M | +6.2% | +119.1% | -113.0% | -5.9% |
| YTD | +17.7% | +102.4% | -84.6% | +5.3% |
| 1Y | +32.9% | +98.2% | -65.3% | +18.4% |
| 3Y | +129.7% | +46.9% | +82.8% | +104.6% |
| 5Y | +89.3% | -26.4% | +115.7% | +79.1% |
| All | +96.3% | +1.6% | +94.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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