-29.4%
EW vs VTR
+88.4%
-117.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -6.4% | -2.8% | -3.6% | -5.8% |
| 3M | -1.6% | +9.0% | -10.6% | -4.4% |
| 6M | +2.3% | +5.0% | -2.7% | +0.2% |
| YTD | +1.1% | +16.9% | -15.8% | -4.1% |
| 1Y | +8.0% | +34.3% | -26.3% | -1.8% |
| 3Y | +16.3% | +131.6% | -115.2% | -10.7% |
| 5Y | -29.4% | +88.0% | -117.4% | -45.0% |
| All | -29.4% | +88.4% | -117.8% | -45.0% |
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