+121.0%
VTR vs ES
+98.2%
+22.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +0.2% | +2.7% | -2.5% | -1.2% |
| 30D | +5.5% | +7.6% | -2.1% | +1.4% |
| 3M | -0.9% | +0.5% | -1.4% | -1.4% |
| 6M | -0.4% | +7.6% | -8.0% | -4.6% |
| YTD | +17.0% | +10.2% | +6.8% | +10.1% |
| 1Y | +18.0% | +1.8% | +16.1% | +14.9% |
| 3Y | +127.4% | +55.4% | +72.0% | +68.0% |
| 5Y | +92.3% | +7.3% | +84.9% | +76.3% |
| All | +121.0% | +98.2% | +22.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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