+63.8%
EW vs VTR
+131.9%
-68.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +4.9% | +0.7% | +4.3% | +4.8% |
| 30D | +24.1% | +6.9% | +17.2% | +22.4% |
| 3M | +13.7% | +1.3% | +12.4% | +13.3% |
| 6M | +32.7% | +2.5% | +30.2% | +31.1% |
| YTD | +24.1% | +18.0% | +6.1% | +18.0% |
| 1Y | +23.6% | +19.5% | +4.2% | +17.1% |
| All | +63.8% | +131.9% | -68.1% | +29.7% |
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 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