+91.3%
VTR vs PL
+28.1%
+63.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -0.6% |
| 7D | +4.7% | -6.8% | +11.5% | +4.8% |
| 30D | +10.9% | -29.3% | +40.2% | +12.0% |
| 3M | -3.2% | -44.8% | +41.5% | -1.6% |
| 6M | +3.7% | -68.4% | +72.1% | +6.9% |
| YTD | +16.8% | -36.4% | +53.2% | +16.0% |
| 1Y | +21.3% | +0.7% | +20.6% | +17.3% |
| 3Y | +119.0% | +455.3% | -336.3% | +80.9% |
| 5Y | +94.0% | +22.7% | +71.3% | +70.2% |
| All | +91.3% | +28.1% | +63.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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