+96.3%
VTR vs EFX
+42.6%
+53.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.3% | -4.5% | +4.2% | +1.1% |
| 30D | +1.1% | -6.1% | +7.2% | +2.9% |
| 3M | +7.9% | +6.2% | +1.7% | +5.2% |
| 6M | +6.2% | -11.2% | +17.4% | +8.8% |
| YTD | +17.7% | -21.4% | +39.1% | +24.4% |
| 1Y | +32.9% | -34.3% | +67.2% | +48.7% |
| 3Y | +129.7% | -12.5% | +142.2% | +121.6% |
| 5Y | +89.3% | -35.6% | +124.9% | +98.2% |
| All | +96.3% | +42.6% | +53.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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