+93.8%
VTR vs ED
+82.8%
+11.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.7% | -1.7% | +2.4% | +1.7% |
| 30D | +6.9% | +10.7% | -3.8% | +0.6% |
| 3M | +1.3% | +11.6% | -10.3% | -5.2% |
| 6M | +2.5% | +13.5% | -11.0% | -5.0% |
| YTD | +18.0% | +23.1% | -5.1% | +4.1% |
| 1Y | +19.5% | +23.1% | -3.6% | +5.3% |
| 3Y | +130.2% | +47.9% | +82.3% | +78.0% |
| 5Y | +93.8% | +83.9% | +10.0% | +28.8% |
| All | +93.8% | +82.8% | +11.1% | +28.8% |
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