+97.3%
VTR vs RL
+308.3%
-211.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.2% |
| 30D | +4.0% | -15.3% | +19.4% | +8.9% |
| 3M | +7.8% | -10.3% | +18.2% | +10.6% |
| 6M | +6.4% | -2.2% | +8.6% | +5.4% |
| YTD | +18.3% | -4.3% | +22.6% | +17.6% |
| 1Y | +33.9% | +8.9% | +25.1% | +27.5% |
| 3Y | +134.3% | +201.4% | -67.1% | +50.9% |
| 5Y | +90.3% | +230.6% | -140.3% | +13.2% |
| All | +97.3% | +308.3% | -211.0% | +3.0% |
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