+1,187.3%
VUG vs VTR
+764.3%
+422.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | -6.3% | +5.5% | -11.7% | -7.8% |
| 3M | -6.0% | -0.9% | -5.1% | -6.0% |
| 6M | -3.5% | -0.4% | -3.1% | -4.3% |
| YTD | +3.9% | +17.0% | -13.1% | -1.5% |
| 1Y | +5.1% | +18.0% | -12.9% | -0.7% |
| 3Y | +77.9% | +127.4% | -49.5% | +38.0% |
| 5Y | +62.4% | +92.3% | -29.9% | +30.4% |
| 10Y | +399.4% | +129.6% | +269.8% | +242.3% |
| All | +1,187.3% | +764.3% | +422.9% | +453.8% |
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