+121.0%
VTR vs SPG
+113.9%
+7.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.2% | +2.0% | -1.8% | -1.0% |
| 30D | +5.5% | +17.2% | -11.8% | -4.5% |
| 3M | -0.9% | +6.3% | -7.2% | -4.7% |
| 6M | -0.4% | +18.7% | -19.1% | -10.6% |
| YTD | +17.0% | +30.1% | -13.1% | -1.3% |
| 1Y | +18.0% | +32.8% | -14.8% | -1.9% |
| 3Y | +127.4% | +133.6% | -6.2% | +27.0% |
| 5Y | +92.3% | +84.4% | +7.9% | +22.2% |
| All | +121.0% | +113.9% | +7.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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