+121.0%
VTR vs RRC
+73.1%
+47.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.2% | +6.4% | -6.2% | -0.6% |
| 30D | +5.5% | +23.9% | -18.4% | +2.5% |
| 3M | -0.9% | +30.2% | -31.1% | -4.4% |
| 6M | -0.4% | +26.3% | -26.7% | -3.7% |
| YTD | +17.0% | +48.1% | -31.1% | +10.6% |
| 1Y | +18.0% | +37.7% | -19.7% | +12.4% |
| 3Y | +127.4% | +60.3% | +67.1% | +109.7% |
| 5Y | +92.3% | +135.3% | -43.0% | +64.6% |
| All | +121.0% | +73.1% | +47.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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