+84.5%
VTR vs EME
+575.5%
-491.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | +1.1% | -6.3% | +7.4% | +1.6% |
| 3M | +7.9% | -3.8% | +11.7% | +8.2% |
| 6M | +6.2% | +8.5% | -2.3% | +4.4% |
| YTD | +17.7% | +27.8% | -10.1% | +13.2% |
| 1Y | +32.9% | +22.2% | +10.7% | +26.7% |
| 3Y | +129.7% | +253.5% | -123.8% | +54.1% |
| All | +84.5% | +575.5% | -491.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling