+96.3%
VTR vs ED
+108.5%
-12.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.3% |
| 3M | +7.9% | +0.5% | +7.4% | +7.6% |
| 6M | +6.2% | -3.1% | +9.3% | +8.1% |
| YTD | +17.7% | +9.8% | +7.9% | +11.6% |
| 1Y | +32.9% | +12.6% | +20.3% | +24.0% |
| 3Y | +129.7% | +31.4% | +98.3% | +94.2% |
| 5Y | +89.3% | +69.4% | +19.9% | +38.7% |
| All | +96.3% | +108.5% | -12.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling