+96.3%
VTR vs ROP
+135.6%
-39.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -4.6% | +4.3% | +1.8% |
| 30D | +1.1% | -1.7% | +2.8% | +1.7% |
| 3M | +7.9% | +17.1% | -9.2% | -0.1% |
| 6M | +6.2% | +10.9% | -4.7% | +0.1% |
| YTD | +17.7% | -12.1% | +29.8% | +23.4% |
| 1Y | +32.9% | -24.2% | +57.1% | +49.6% |
| 3Y | +129.7% | -20.4% | +150.1% | +146.8% |
| 5Y | +89.3% | -15.4% | +104.7% | +93.1% |
| All | +96.3% | +135.6% | -39.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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