+813.0%
VTR vs ITOT
+887.7%
-74.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.7% |
| 30D | +1.1% | -1.5% | +2.6% | +2.7% |
| 3M | +7.9% | +3.6% | +4.3% | +3.1% |
| 6M | +6.2% | +13.7% | -7.5% | -9.4% |
| YTD | +17.7% | +12.9% | +4.8% | +0.9% |
| 1Y | +32.9% | +17.2% | +15.7% | +8.5% |
| 3Y | +129.7% | +75.6% | +54.1% | +12.2% |
| 5Y | +89.3% | +75.5% | +13.8% | -10.5% |
| 10Y | +99.1% | +302.0% | -202.8% | -66.2% |
| All | +813.0% | +887.7% | -74.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling