+99.0%
VTR vs COMP
-53.0%
+152.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.4% | +1.5% |
| 7D | +3.8% | +7.2% | -3.4% | +3.1% |
| 30D | +10.1% | +6.4% | +3.7% | +9.4% |
| 3M | -1.2% | -19.4% | +18.3% | +0.1% |
| 6M | +4.8% | +14.6% | -9.8% | +2.8% |
| YTD | +18.9% | -5.5% | +24.4% | +17.4% |
| 1Y | +21.8% | +13.7% | +8.2% | +18.3% |
| 3Y | +132.0% | +409.7% | -277.7% | +87.6% |
| 5Y | +94.7% | -17.0% | +111.7% | +65.7% |
| All | +99.0% | -53.0% | +152.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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