+297.0%
VTR vs DG
+577.8%
-280.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | -3.7% | +1.0% | -4.7% | -3.9% |
| 3M | +13.5% | +20.3% | -6.8% | +10.3% |
| 6M | +7.2% | -11.7% | +18.9% | +8.7% |
| YTD | +17.6% | -2.3% | +19.9% | +17.2% |
| 1Y | +35.4% | +20.0% | +15.4% | +30.3% |
| 3Y | +132.8% | +7.2% | +125.6% | +121.6% |
| 5Y | +88.7% | -37.9% | +126.6% | +96.0% |
| 10Y | +87.6% | +107.3% | -19.7% | +52.2% |
| All | +297.0% | +577.8% | -280.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling