+120.7%
VTR vs ROIV
+298.2%
-177.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.9% | +22.3% | -25.2% | -4.0% |
| 30D | -2.8% | +16.9% | -19.6% | -3.6% |
| 3M | +9.0% | +43.9% | -34.9% | +6.8% |
| 6M | +5.0% | +41.6% | -36.6% | +2.8% |
| YTD | +16.9% | +92.7% | -75.7% | +12.5% |
| 1Y | +34.3% | +210.2% | -175.9% | +26.1% |
| 3Y | +131.6% | +231.8% | -100.3% | +114.8% |
| 5Y | +88.0% | +319.8% | -231.8% | +65.9% |
| All | +120.7% | +298.2% | -177.5% | +95.4% |
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