+75.4%
VEA vs VTR
+132.9%
-57.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.5% | -0.3% | -1.1% | -1.4% |
| 30D | -0.8% | +1.1% | -1.9% | -1.0% |
| 3M | +2.5% | +7.9% | -5.4% | +0.7% |
| 6M | +11.1% | +6.2% | +5.0% | +9.5% |
| YTD | +17.2% | +17.7% | -0.6% | +12.9% |
| 1Y | +24.5% | +32.9% | -8.4% | +16.4% |
| 3Y | +75.4% | +129.7% | -54.3% | +41.6% |
| All | +75.4% | +132.9% | -57.5% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling