+96.3%
VTR vs Z
-2.5%
+98.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | -0.3% | -6.0% | +5.7% | +0.7% |
| 30D | +1.1% | -2.3% | +3.4% | +1.2% |
| 3M | +7.9% | -0.6% | +8.5% | +7.3% |
| 6M | +6.2% | -27.6% | +33.8% | +11.1% |
| YTD | +17.7% | -52.4% | +70.1% | +32.0% |
| 1Y | +32.9% | -63.6% | +96.5% | +56.0% |
| 3Y | +129.7% | -36.4% | +166.1% | +131.5% |
| 5Y | +89.3% | -64.6% | +153.9% | +102.0% |
| All | +96.3% | -2.5% | +98.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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