+560.2%
VTR vs EFV
+252.1%
+308.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -1.8% | -2.0% | +0.2% | 0.0% |
| 30D | +4.0% | -0.2% | +4.2% | +4.2% |
| 3M | +7.8% | +9.1% | -1.3% | -0.9% |
| 6M | +6.4% | +11.7% | -5.3% | -4.9% |
| YTD | +18.3% | +17.0% | +1.3% | +0.9% |
| 1Y | +33.9% | +26.7% | +7.2% | +5.7% |
| 3Y | +134.3% | +90.2% | +44.2% | +24.0% |
| 5Y | +90.3% | +96.1% | -5.8% | -3.4% |
| 10Y | +100.1% | +164.5% | -64.4% | -20.8% |
| All | +560.2% | +252.1% | +308.1% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling