+96.3%
VTR vs SM
+23.0%
+73.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | +4.6% | -4.9% | -0.9% |
| 30D | +1.1% | +18.2% | -17.1% | -1.2% |
| 3M | +7.9% | +22.5% | -14.6% | +4.5% |
| 6M | +6.2% | +50.6% | -44.4% | -0.9% |
| YTD | +17.7% | +108.1% | -90.4% | +4.7% |
| 1Y | +32.9% | +46.0% | -13.1% | +23.5% |
| 3Y | +129.7% | +2.9% | +126.8% | +116.8% |
| 5Y | +89.3% | +112.6% | -23.3% | +51.5% |
| All | +96.3% | +23.0% | +73.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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