+127.4%
VTR vs EL
+3.0%
+124.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +0.2% | +1.5% | -1.3% | +0.1% |
| 30D | +5.5% | +10.0% | -4.5% | +4.8% |
| 3M | -0.9% | +28.4% | -29.3% | -2.5% |
| 6M | -0.4% | +37.1% | -37.5% | -2.4% |
| YTD | +17.0% | +7.8% | +9.2% | +15.6% |
| 1Y | +18.0% | +26.0% | -8.1% | +15.0% |
| 3Y | +127.4% | +3.8% | +123.5% | +121.6% |
| All | +127.4% | +3.0% | +124.4% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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