+75.9%
DE vs VTR
+132.9%
-57.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +9.0% | +1.1% | +7.9% | +8.8% |
| 3M | +19.1% | +7.9% | +11.2% | +16.8% |
| 6M | +14.4% | +6.2% | +8.2% | +12.4% |
| YTD | +45.9% | +17.7% | +28.2% | +39.9% |
| 1Y | +43.6% | +32.9% | +10.7% | +33.0% |
| 3Y | +75.9% | +129.7% | -53.8% | +32.3% |
| All | +75.9% | +132.9% | -57.0% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling