+47.9%
DE vs VTR
+36.9%
+11.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +10.0% | -1.7% | +11.7% | +10.1% |
| 30D | +13.3% | -2.4% | +15.8% | +13.5% |
| 3M | +17.5% | +14.8% | +2.7% | +16.6% |
| 6M | +13.6% | +5.3% | +8.2% | +13.6% |
| YTD | +49.8% | +18.1% | +31.7% | +50.5% |
| 1Y | +47.9% | +36.7% | +11.2% | +48.9% |
| All | +47.9% | +36.9% | +11.0% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling