+73.3%
VZ vs VTR
+132.2%
-58.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | +6.9% | +6.9% | 0.0% | +5.7% |
| 3M | +0.6% | +1.3% | -0.7% | +0.3% |
| 6M | +0.3% | +2.5% | -2.2% | -0.3% |
| YTD | +21.9% | +18.0% | +3.9% | +18.2% |
| 1Y | +21.7% | +19.5% | +2.2% | +17.7% |
| 3Y | +58.5% | +130.2% | -71.7% | +37.1% |
| 5Y | +22.4% | +93.8% | -71.4% | +7.7% |
| All | +73.3% | +132.2% | -58.9% | +44.3% |
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