+7,692.7%
EW vs VTR
+9,895.5%
-2,202.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +23.9% | +5.5% | +18.5% | +22.5% |
| 3M | +15.8% | -0.9% | +16.7% | +15.9% |
| 6M | +31.7% | -0.4% | +32.1% | +31.2% |
| YTD | +25.7% | +17.0% | +8.7% | +20.9% |
| 1Y | +24.4% | +18.0% | +6.5% | +19.5% |
| 3Y | +65.9% | +127.4% | -61.5% | +38.2% |
| 5Y | -7.6% | +92.3% | -99.9% | -21.1% |
| 10Y | +253.2% | +129.6% | +123.6% | +170.8% |
| All | +7,692.7% | +9,895.5% | -2,202.8% | +2,540.9% |
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