+15.1%
EW vs VTR
+131.3%
-116.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | -6.4% | -2.8% | -3.6% | -5.9% |
| 3M | -1.6% | +9.0% | -10.6% | -4.1% |
| 6M | +2.3% | +5.0% | -2.7% | +0.4% |
| YTD | +1.1% | +16.9% | -15.8% | -3.4% |
| 1Y | +8.0% | +34.3% | -26.3% | -0.7% |
| All | +15.1% | +131.3% | -116.2% | -6.3% |
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