+1,474.1%
VTR vs EFX
+1,349.4%
+124.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.7% |
| 7D | -2.4% | -7.8% | +5.4% | +0.5% |
| 30D | -3.7% | -5.7% | +2.0% | -1.9% |
| 3M | +13.5% | +2.5% | +11.0% | +11.5% |
| 6M | +7.2% | -16.7% | +23.9% | +12.8% |
| YTD | +17.6% | -20.2% | +37.8% | +24.4% |
| 1Y | +35.4% | -31.4% | +66.8% | +50.8% |
| 3Y | +132.8% | -10.5% | +143.3% | +124.1% |
| 5Y | +88.7% | -35.2% | +123.9% | +99.5% |
| 10Y | +87.6% | +40.2% | +47.5% | +39.7% |
| All | +1,474.1% | +1,349.4% | +124.7% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling