+129.7%
VTR vs EFV
+90.2%
+39.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +1.1% | +0.6% | +0.5% | +0.8% |
| 3M | +7.9% | +7.5% | +0.4% | +4.3% |
| 6M | +6.2% | +13.0% | -6.9% | 0.0% |
| YTD | +17.7% | +18.3% | -0.6% | +7.9% |
| 1Y | +32.9% | +26.7% | +6.2% | +17.0% |
| 3Y | +129.7% | +89.6% | +40.1% | +46.0% |
| All | +129.7% | +90.2% | +39.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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