+96.3%
VTR vs USFR
+28.1%
+68.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.1% | +0.4% | +0.7% | +1.1% |
| 3M | +7.9% | +1.0% | +6.9% | +7.8% |
| 6M | +6.2% | +2.0% | +4.2% | +6.1% |
| YTD | +17.7% | +2.8% | +15.0% | +17.6% |
| 1Y | +32.9% | +4.1% | +28.8% | +32.8% |
| 3Y | +129.7% | +14.1% | +115.5% | +132.5% |
| 5Y | +89.3% | +20.6% | +68.7% | +94.4% |
| All | +96.3% | +28.1% | +68.2% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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