+632.4%
GEV vs VTR
+126.7%
+505.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -7.9% | +1.1% | -9.0% | -7.9% |
| 3M | +5.6% | +7.9% | -2.3% | +5.2% |
| 6M | +13.1% | +6.2% | +6.9% | +13.0% |
| YTD | +46.7% | +17.7% | +29.0% | +45.4% |
| 1Y | +51.3% | +32.9% | +18.4% | +47.6% |
| All | +632.4% | +126.7% | +505.7% | +539.3% |
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