+97.3%
VTR vs D
+38.3%
+59.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.8% | -1.6% | -0.2% | -1.0% |
| 30D | +4.0% | -3.5% | +7.5% | +6.0% |
| 3M | +7.8% | -1.6% | +9.4% | +8.6% |
| 6M | +6.4% | +5.8% | +0.6% | +2.7% |
| YTD | +18.3% | +14.5% | +3.8% | +9.2% |
| 1Y | +33.9% | +14.2% | +19.8% | +23.5% |
| 3Y | +134.3% | +59.0% | +75.3% | +74.5% |
| 5Y | +90.3% | +5.4% | +84.9% | +79.4% |
| All | +97.3% | +38.3% | +59.1% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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