+70.6%
VZ vs VTR
+126.9%
-56.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.4% | +3.8% | -1.4% | +1.7% |
| 30D | +11.2% | +10.1% | +1.1% | +9.3% |
| 3M | 0.0% | -1.2% | +1.2% | +0.1% |
| 6M | +1.3% | +4.8% | -3.5% | +0.3% |
| YTD | +21.3% | +18.9% | +2.4% | +17.5% |
| 1Y | +23.9% | +21.8% | +2.1% | +19.5% |
| 3Y | +57.7% | +132.0% | -74.3% | +36.2% |
| 5Y | +21.2% | +94.7% | -73.5% | +6.6% |
| 10Y | +70.6% | +136.8% | -66.3% | +42.3% |
| All | +70.6% | +126.9% | -56.4% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling