+97.8%
VTR vs FIVE
+486.0%
-388.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -2.9% | +1.7% | -4.6% | -3.3% |
| 30D | -2.8% | +5.0% | -7.8% | -4.0% |
| 3M | +9.0% | +29.5% | -20.5% | +2.4% |
| 6M | +5.0% | +12.4% | -7.5% | +0.8% |
| YTD | +16.9% | +31.2% | -14.3% | +8.2% |
| 1Y | +34.3% | +72.9% | -38.6% | +15.8% |
| 3Y | +131.6% | +53.0% | +78.6% | +93.8% |
| 5Y | +88.0% | +34.2% | +53.8% | +54.9% |
| 10Y | +97.8% | +497.6% | -399.9% | +10.7% |
| All | +97.8% | +486.0% | -388.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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