+263.6%
EMR vs VTR
+100.2%
+163.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -9.4% | +4.0% | -13.4% | -10.6% |
| 3M | +8.6% | +7.8% | +0.7% | +5.5% |
| 6M | +6.7% | +6.4% | +0.3% | +3.8% |
| YTD | +13.1% | +18.3% | -5.3% | +6.2% |
| 1Y | +12.7% | +33.9% | -21.2% | +1.5% |
| 3Y | +58.1% | +134.3% | -76.2% | +16.6% |
| 5Y | +63.6% | +90.3% | -26.6% | +27.1% |
| All | +263.6% | +100.2% | +163.5% | +132.7% |
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