+96.3%
VTR vs RUN
+42.2%
+54.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.3% | -3.7% | +3.4% | +0.1% |
| 30D | +1.1% | -13.0% | +14.1% | +2.4% |
| 3M | +7.9% | -31.8% | +39.7% | +11.5% |
| 6M | +6.2% | -32.2% | +38.4% | +8.9% |
| YTD | +17.7% | -53.5% | +71.2% | +23.7% |
| 1Y | +32.9% | -46.5% | +79.4% | +35.9% |
| 3Y | +129.7% | -37.6% | +167.3% | +99.3% |
| 5Y | +89.3% | -80.9% | +170.2% | +80.5% |
| All | +96.3% | +42.2% | +54.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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