+710.1%
VTV vs VTR
+773.9%
-63.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -2.1% | -1.8% | -0.2% | -1.5% |
| 30D | -1.3% | +4.0% | -5.3% | -2.6% |
| 3M | +5.6% | +7.8% | -2.2% | +2.7% |
| 6M | +12.4% | +6.4% | +6.0% | +9.5% |
| YTD | +17.6% | +18.3% | -0.7% | +10.6% |
| 1Y | +23.5% | +33.9% | -10.4% | +11.3% |
| 3Y | +67.0% | +134.3% | -67.3% | +23.9% |
| 5Y | +80.5% | +90.3% | -9.7% | +40.7% |
| 10Y | +230.6% | +100.1% | +130.5% | +125.9% |
| All | +710.1% | +773.9% | -63.8% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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