+97.8%
VTR vs CAPR
-77.3%
+175.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -2.9% | -12.6% | +9.7% | -2.7% |
| 30D | -2.8% | +124.4% | -127.2% | -4.3% |
| 3M | +9.0% | -66.8% | +75.8% | +9.7% |
| 6M | +5.0% | -71.8% | +76.7% | +5.7% |
| YTD | +16.9% | -70.1% | +87.0% | +17.6% |
| 1Y | +34.3% | +33.3% | +1.0% | +26.9% |
| 3Y | +131.6% | +36.7% | +94.9% | +110.0% |
| 5Y | +88.0% | +72.5% | +15.5% | +66.6% |
| 10Y | +97.8% | -77.3% | +175.0% | +57.0% |
| All | +97.8% | -77.3% | +175.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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