+132.8%
VTR vs ES
+33.1%
+99.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | -3.7% | -1.2% | -2.6% | -3.4% |
| 3M | +13.5% | +5.0% | +8.5% | +11.6% |
| 6M | +7.2% | -2.8% | +10.0% | +8.0% |
| YTD | +17.6% | +8.6% | +9.0% | +14.0% |
| 1Y | +35.4% | +18.9% | +16.5% | +25.4% |
| 3Y | +132.8% | +32.1% | +100.7% | +96.4% |
| All | +132.8% | +33.1% | +99.7% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling