+116.5%
VTR vs USFR
+27.6%
+88.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -2.8% | +0.3% | -3.1% | -2.8% |
| 3M | +9.0% | +1.0% | +8.0% | +9.1% |
| 6M | +5.0% | +1.9% | +3.0% | +5.1% |
| YTD | +16.9% | +2.7% | +14.3% | +17.2% |
| 1Y | +34.3% | +4.0% | +30.3% | +34.8% |
| 3Y | +131.6% | +14.0% | +117.5% | +135.4% |
| 5Y | +88.0% | +20.4% | +67.6% | +92.8% |
| 10Y | +97.8% | +28.0% | +69.8% | +106.0% |
| All | +116.5% | +27.6% | +88.9% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling