+66.6%
VZ vs VTR
+88.8%
-22.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | +7.1% | -3.7% | +10.9% | +7.8% |
| 3M | +12.8% | +13.5% | -0.7% | +10.3% |
| 6M | +1.8% | +7.2% | -5.4% | +0.4% |
| YTD | +30.0% | +17.6% | +12.4% | +26.2% |
| 1Y | +24.3% | +35.4% | -11.1% | +17.7% |
| 3Y | +84.3% | +132.8% | -48.5% | +59.1% |
| 5Y | +25.9% | +88.7% | -62.7% | +11.3% |
| All | +66.6% | +88.8% | -22.2% | +41.9% |
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