+120.8%
VTR vs ROIV
+276.5%
-155.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +5.5% | +17.6% | -12.1% | +4.6% |
| 3M | -0.9% | +9.0% | -9.9% | -1.5% |
| 6M | -0.4% | +35.3% | -35.7% | -2.2% |
| YTD | +17.0% | +82.2% | -65.1% | +12.8% |
| 1Y | +18.0% | +92.3% | -74.3% | +13.4% |
| 3Y | +127.4% | +336.8% | -209.4% | +109.4% |
| 5Y | +92.3% | +370.6% | -278.3% | +67.7% |
| All | +120.8% | +276.5% | -155.6% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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