+86.3%
VTR vs S
-57.1%
+143.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | +1.1% | -11.4% | +12.5% | +1.5% |
| 3M | +7.9% | +33.8% | -25.9% | +6.5% |
| 6M | +6.2% | +39.5% | -33.3% | +4.3% |
| YTD | +17.7% | +31.7% | -13.9% | +15.9% |
| 1Y | +32.9% | +7.0% | +25.9% | +31.9% |
| 3Y | +129.7% | +11.8% | +117.9% | +124.6% |
| 5Y | +89.3% | -69.0% | +158.3% | +85.9% |
| All | +86.3% | -57.1% | +143.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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