+85.2%
VTR vs S
-51.7%
+136.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.2% | +2.0% | -1.8% | +0.1% |
| 30D | +5.5% | -2.7% | +8.2% | +5.5% |
| 3M | -0.9% | -6.9% | +6.0% | -0.9% |
| 6M | -0.4% | +38.1% | -38.5% | -2.1% |
| YTD | +17.0% | +48.0% | -31.0% | +14.5% |
| 1Y | +18.0% | +34.5% | -16.5% | +15.8% |
| 3Y | +127.4% | +38.3% | +89.0% | +119.9% |
| 5Y | +92.3% | -70.9% | +163.2% | +86.9% |
| All | +85.2% | -51.7% | +136.9% | +82.2% |
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