+121.0%
VTR vs RL
+337.1%
-216.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | +0.2% | +2.6% | -2.4% | -0.6% |
| 30D | +5.5% | +2.9% | +2.5% | +4.4% |
| 3M | -0.9% | 0.0% | -0.9% | -1.3% |
| 6M | -0.4% | +17.1% | -17.5% | -6.1% |
| YTD | +17.0% | +10.1% | +6.9% | +11.4% |
| 1Y | +18.0% | +17.3% | +0.6% | +9.9% |
| 3Y | +127.4% | +249.3% | -122.0% | +39.5% |
| 5Y | +92.3% | +240.9% | -148.6% | +14.6% |
| All | +121.0% | +337.1% | -216.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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