+480.4%
VZ vs VTR
+1,482.3%
-1,001.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.1% | +4.7% | -2.5% | +1.4% |
| 30D | +1.4% | +10.9% | -9.5% | -0.3% |
| 3M | -1.3% | -3.2% | +2.0% | -0.8% |
| 6M | -0.5% | +3.7% | -4.2% | -1.2% |
| YTD | +19.6% | +16.8% | +2.8% | +16.5% |
| 1Y | +22.4% | +21.3% | +1.0% | +18.4% |
| 3Y | +55.9% | +119.0% | -63.2% | +36.9% |
| 5Y | +20.4% | +94.0% | -73.6% | +6.9% |
| 10Y | +66.9% | +112.3% | -45.4% | +38.2% |
| All | +480.4% | +1,482.3% | -1,001.9% | +266.0% |
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