+99.2%
VTR vs COMP
-51.7%
+150.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | +8.2% | +16.3% | -8.1% | +6.8% |
| 3M | +4.6% | -19.1% | +23.8% | +5.9% |
| 6M | +4.3% | +17.1% | -12.8% | +2.2% |
| YTD | +19.0% | -2.9% | +21.9% | +17.3% |
| 1Y | +21.6% | +8.8% | +12.8% | +18.6% |
| 3Y | +132.2% | +423.5% | -291.3% | +87.4% |
| 5Y | +94.4% | -10.5% | +104.9% | +65.1% |
| All | +99.2% | -51.7% | +150.9% | +74.3% |
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