+121.0%
VTR vs CAPR
-65.7%
+186.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.7% |
| 7D | +0.2% | +5.9% | -5.7% | 0.0% |
| 30D | +5.5% | +44.6% | -39.1% | +4.7% |
| 3M | -0.9% | +126.4% | -127.3% | -2.6% |
| 6M | -0.4% | -68.6% | +68.2% | +0.1% |
| YTD | +17.0% | -67.0% | +84.0% | +17.3% |
| 1Y | +18.0% | +65.2% | -47.2% | +11.0% |
| 3Y | +127.4% | +235.6% | -108.2% | +101.4% |
| 5Y | +92.3% | +175.4% | -83.2% | +68.3% |
| All | +121.0% | -65.7% | +186.7% | +74.5% |
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