+122.8%
VTR vs CAPR
-63.2%
+186.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.9% | -0.7% |
| 7D | +0.7% | +19.1% | -18.4% | +0.3% |
| 30D | +6.9% | +48.8% | -41.9% | +6.1% |
| 3M | +1.3% | +144.4% | -143.1% | -0.6% |
| 6M | +2.5% | -67.5% | +70.0% | +2.9% |
| YTD | +18.0% | -64.5% | +82.5% | +18.1% |
| 1Y | +19.5% | +74.4% | -55.0% | +12.3% |
| 3Y | +130.2% | +265.7% | -135.5% | +103.6% |
| 5Y | +93.8% | +196.0% | -102.1% | +69.5% |
| All | +122.8% | -63.2% | +186.0% | +75.7% |
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