+99.6%
DE vs VTR
+87.5%
+12.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +19.1% | +7.9% | +11.2% | +16.2% |
| 6M | +14.4% | +6.2% | +8.2% | +11.8% |
| YTD | +45.9% | +17.7% | +28.2% | +38.3% |
| 1Y | +43.6% | +32.9% | +10.7% | +30.8% |
| 3Y | +75.9% | +129.7% | -53.8% | +31.4% |
| All | +99.6% | +87.5% | +12.1% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling