+130.5%
VTR vs ES
+43.3%
+87.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.7% |
| 7D | +4.7% | +1.9% | +2.8% | +4.0% |
| 30D | +10.9% | +7.1% | +3.8% | +8.3% |
| 3M | -3.2% | -1.9% | -1.3% | -2.7% |
| 6M | +3.7% | +4.4% | -0.7% | +2.1% |
| YTD | +16.8% | +7.3% | +9.5% | +13.7% |
| 1Y | +21.3% | +2.1% | +19.2% | +19.3% |
| All | +130.5% | +43.3% | +87.1% | +91.9% |
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