+1,481.1%
VTR vs EL
+1,103.4%
+377.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.9% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -2.4% | +19.8% | -22.3% | -8.3% |
| 3M | +14.8% | +25.7% | -10.9% | +5.9% |
| 6M | +5.3% | +5.4% | -0.1% | +1.4% |
| YTD | +18.1% | +0.2% | +17.9% | +13.7% |
| 1Y | +36.7% | +20.4% | +16.3% | +22.7% |
| 3Y | +130.1% | -32.1% | +162.2% | +131.5% |
| 5Y | +89.5% | -67.2% | +156.7% | +139.7% |
| 10Y | +87.4% | +31.7% | +55.6% | +40.1% |
| All | +1,481.1% | +1,103.4% | +377.6% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling