+6,438.2%
EW vs VTR
+9,986.5%
-3,548.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -0.3% | -1.7% | +1.3% | 0.0% |
| 30D | +1.0% | -2.4% | +3.5% | +1.5% |
| 3M | +2.8% | +14.8% | -12.0% | -0.4% |
| 6M | +5.5% | +5.3% | +0.2% | +3.9% |
| YTD | +5.5% | +18.1% | -12.6% | +1.4% |
| 1Y | +11.0% | +36.7% | -25.7% | +3.4% |
| 3Y | +17.7% | +130.1% | -112.4% | -2.2% |
| 5Y | -25.7% | +89.5% | -115.2% | -36.5% |
| 10Y | +132.8% | +87.4% | +45.4% | +85.9% |
| All | +6,438.2% | +9,986.5% | -3,548.4% | +2,113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling