+96.3%
VTR vs M
-3.0%
+99.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -1.9% |
| 7D | -0.3% | -4.2% | +3.9% | +0.4% |
| 30D | +1.1% | -7.2% | +8.3% | +2.3% |
| 3M | +7.9% | -11.1% | +19.0% | +9.8% |
| 6M | +6.2% | +28.8% | -22.6% | +0.1% |
| YTD | +17.7% | +2.0% | +15.7% | +15.6% |
| 1Y | +32.9% | +31.3% | +1.6% | +23.5% |
| 3Y | +129.7% | +119.1% | +10.6% | +80.3% |
| 5Y | +89.3% | +29.7% | +59.6% | +53.1% |
| All | +96.3% | -3.0% | +99.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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