+88.0%
VTR vs ECL
+25.4%
+62.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -1.9% |
| 30D | -2.8% | -4.3% | +1.5% | -1.3% |
| 3M | +9.0% | +3.2% | +5.8% | +7.5% |
| 6M | +5.0% | -2.9% | +7.9% | +5.6% |
| YTD | +16.9% | +4.3% | +12.7% | +14.4% |
| 1Y | +34.3% | +1.6% | +32.7% | +32.3% |
| 3Y | +131.6% | +54.3% | +77.3% | +89.5% |
| 5Y | +88.0% | +26.5% | +61.5% | +51.1% |
| All | +88.0% | +25.4% | +62.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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