+513.6%
EWT vs VTR
+99.2%
+414.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +4.5% | +1.1% | +3.4% | +4.2% |
| 3M | +8.3% | +7.9% | +0.4% | +6.4% |
| 6M | +54.2% | +6.2% | +48.1% | +51.7% |
| YTD | +74.6% | +17.7% | +56.9% | +68.3% |
| 1Y | +84.9% | +32.9% | +52.0% | +74.0% |
| 3Y | +197.5% | +129.7% | +67.8% | +149.8% |
| 5Y | +150.6% | +89.3% | +61.3% | +115.6% |
| All | +513.6% | +99.2% | +414.4% | +385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling