+96.3%
VTR vs BN
+265.2%
-168.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.3% | -5.2% | +4.9% | +2.5% |
| 30D | +1.1% | -14.5% | +15.6% | +9.6% |
| 3M | +7.9% | -15.0% | +22.9% | +16.9% |
| 6M | +6.2% | -5.4% | +11.6% | +7.4% |
| YTD | +17.7% | -16.4% | +34.2% | +26.2% |
| 1Y | +32.9% | -16.2% | +49.1% | +40.9% |
| 3Y | +129.7% | +67.5% | +62.2% | +47.0% |
| 5Y | +89.3% | +34.1% | +55.2% | +33.5% |
| All | +96.3% | +265.2% | -168.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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