+573.9%
EWT vs VTR
+8,658.1%
-8,084.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +4.8% | +4.0% | +0.8% | +3.7% |
| 3M | +11.1% | +7.8% | +3.3% | +8.3% |
| 6M | +54.6% | +6.4% | +48.3% | +50.8% |
| YTD | +71.4% | +18.3% | +53.1% | +62.4% |
| 1Y | +82.1% | +33.9% | +48.2% | +66.4% |
| 3Y | +193.2% | +134.3% | +58.9% | +127.4% |
| 5Y | +146.1% | +90.3% | +55.8% | +98.5% |
| 10Y | +505.0% | +100.1% | +404.9% | +331.0% |
| All | +573.9% | +8,658.1% | -8,084.2% | +157.2% |
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