+606.9%
GEV vs VTR
+127.8%
+479.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -2.8% |
| 7D | -1.9% | -1.8% | -0.1% | -2.0% |
| 30D | -8.7% | +4.0% | -12.7% | -8.5% |
| 3M | +6.6% | +7.8% | -1.2% | +6.2% |
| 6M | +10.2% | +6.4% | +3.9% | +10.2% |
| YTD | +41.6% | +18.3% | +23.3% | +40.4% |
| 1Y | +43.9% | +33.9% | +9.9% | +40.3% |
| All | +606.9% | +127.8% | +479.1% | +517.1% |
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