+91.6%
VTR vs PL
+40.9%
+50.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +0.2% | +10.0% | -9.8% | -0.1% |
| 30D | +5.5% | -2.3% | +7.7% | +5.4% |
| 3M | -0.9% | -44.2% | +43.3% | +0.7% |
| 6M | -0.4% | -66.1% | +65.7% | +2.6% |
| YTD | +17.0% | -30.0% | +47.0% | +15.8% |
| 1Y | +18.0% | +21.0% | -3.1% | +13.2% |
| 3Y | +127.4% | +516.5% | -389.2% | +87.1% |
| 5Y | +92.3% | +32.0% | +60.2% | +68.5% |
| All | +91.6% | +40.9% | +50.7% | +68.2% |
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