+96.3%
VTR vs SPYG
+424.6%
-328.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | +1.1% | -1.5% | +2.6% | +2.0% |
| 3M | +7.9% | +3.7% | +4.2% | +4.8% |
| 6M | +6.2% | +16.4% | -10.3% | -4.9% |
| YTD | +17.7% | +13.3% | +4.4% | +7.1% |
| 1Y | +32.9% | +17.9% | +15.0% | +17.1% |
| 3Y | +129.7% | +98.3% | +31.3% | +33.1% |
| 5Y | +89.3% | +86.4% | +2.9% | +11.9% |
| All | +96.3% | +424.6% | -328.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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