+90.3%
VTR vs ED
+66.8%
+23.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -1.8% | -1.9% | 0.0% | -0.7% |
| 30D | +4.0% | +0.1% | +3.9% | +3.9% |
| 3M | +7.8% | 0.0% | +7.8% | +7.8% |
| 6M | +6.4% | -2.5% | +8.9% | +7.9% |
| YTD | +18.3% | +10.1% | +8.2% | +11.6% |
| 1Y | +33.9% | +13.6% | +20.4% | +23.9% |
| 3Y | +134.3% | +32.4% | +101.9% | +93.7% |
| 5Y | +90.3% | +69.9% | +20.4% | +36.4% |
| All | +90.3% | +66.8% | +23.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling